CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.3522	7.71
$α$	0.1941	8.85
$β$	0.4641	10.10
$γ_{1}$	-0.0268	-0.59
$γ_{2}$	0.0956	1.28
$γ_{3}$	-0.1116	-1.55
$γ_{4}$	-0.0048	-0.07
$γ_{5}$	0.1793	3.65
$γ_{6}$	-0.2441	-5.75
$γ_{7}$	0.1564	3.57
$γ_{8}$	-0.0643	-1.40
$γ_{9}$	0.0743	1.58
$γ_{10}$	-0.0945	-2.38

V-Lab

Somfy SA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Somfy SA Analyses