CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5992	5.07
$α$	0.0983	6.63
$β$	0.8093	25.77
$γ_{1}$	-0.1592	-1.49
$γ_{2}$	0.2945	1.94
$γ_{3}$	-0.2911	-3.05
$γ_{4}$	0.2742	3.08
$γ_{5}$	-0.3707	-4.02
$γ_{6}$	0.6640	5.11

V-Lab

SanPaolo IMI SpA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SanPaolo IMI SpA Analyses