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
$ω$	1.3426	7.73
$α$	0.1995	9.11
$β$	0.4607	10.08
$γ_{1}$	-0.0418	-0.93
$γ_{2}$	0.1216	1.63
$γ_{3}$	-0.1283	-1.79
$γ_{4}$	0.0007	0.01
$γ_{5}$	0.1834	3.73
$γ_{6}$	-0.2521	-5.91
$γ_{7}$	0.1617	3.66
$γ_{8}$	-0.0601	-1.29
$γ_{9}$	0.0492	0.95
$γ_{10}$	-0.0178	-0.16

V-Lab

Somfy SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Somfy SA Analyses