CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8607	4.56
$α$	0.1721	3.37
$β$	0.0701	0.70
$γ_{1}$	0.2145	0.70
$γ_{2}$	0.1732	0.39
$γ_{3}$	-1.2808	-4.92
$γ_{4}$	1.5445	6.18
$γ_{5}$	-1.0415	-3.26
$γ_{6}$	0.6379	1.79
$γ_{7}$	-0.0877	-0.27
$γ_{8}$	-0.5604	-1.11

V-Lab

Saft Groupe SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saft Groupe SA Analyses