CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2888	4.32
$α$	0.2211	4.06
$β$	0.4433	4.73
$γ_{1}$	-1.2088	-2.05
$γ_{2}$	1.6457	1.65
$γ_{3}$	-0.4900	-0.53
$γ_{4}$	-0.5176	-0.60
$γ_{5}$	1.4610	2.58
$γ_{6}$	-1.4218	-3.41
$γ_{7}$	0.8243	1.23
$γ_{8}$	-1.3402	-1.47
$γ_{9}$	4.6890	3.43

V-Lab

PHAXIAM Therapeutics SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PHAXIAM Therapeutics SA Analyses