CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0308	16.44
$α$	0.1647	31.92
$β$	0.9794	826.53
$γ$	-0.0212	-4.41

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SanPaolo IMI SpA EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SanPaolo IMI SpA Analyses