CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9624	7.26
$α$	0.0794	8.77
$β$	0.8829	72.16
$γ_{1}$	0.0445	1.59
$γ_{2}$	-0.0463	-1.09
$γ_{3}$	-0.0318	-1.11
$γ_{4}$	0.0952	3.61
$γ_{5}$	-0.0998	-3.83
$γ_{6}$	0.0070	0.21
$γ_{7}$	0.1215	2.38

V-Lab

Peugeot SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Peugeot SA Analyses