CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1102	3.70
$α$	0.1659	4.44
$β$	0.7824	29.21
$γ_{1}$	0.0174	0.07
$γ_{2}$	-0.0790	-0.19
$γ_{3}$	0.0889	0.25
$γ_{4}$	-0.1084	-0.28
$γ_{5}$	-0.3048	-0.73
$γ_{6}$	1.3872	3.58
$γ_{7}$	-2.5804	-4.14

V-Lab

Ansaldo STS SpA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ansaldo STS SpA Analyses