CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7847	6.93
$α$	0.1317	7.86
$β$	0.7745	25.81
$γ_{1}$	0.0909	2.44
$γ_{2}$	-0.1037	-1.84
$γ_{3}$	-0.0359	-0.90
$γ_{4}$	0.0852	2.25
$γ_{5}$	-0.0022	-0.06
$γ_{6}$	-0.0939	-2.56
$γ_{7}$	0.1071	2.10

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Banca Popolare di Milano Scarl Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Banca Popolare di Milano Scarl Analyses