CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9089	6.09
$α$	0.0675	9.04
$β$	0.9125	98.58
$γ_{1}$	0.0525	3.72
$γ_{2}$	-0.0941	-4.64
$γ_{3}$	0.0581	4.02
$γ_{4}$	-0.0117	-0.77
$γ_{5}$	-0.0101	-0.81

V-Lab

Shell PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shell PLC Analyses