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
$ω$	1.3017	4.14
$α$	0.1164	5.64
$β$	0.8180	28.34
$γ_{1}$	0.4837	1.87
$γ_{2}$	-0.6950	-1.74
$γ_{3}$	-0.1764	-0.54
$γ_{4}$	0.9937	2.37
$γ_{5}$	-0.9789	-2.09
$γ_{6}$	0.3993	0.96
$γ_{7}$	0.2255	0.47
$γ_{8}$	-0.3729	-0.77
$γ_{9}$	-0.0907	-0.24
$γ_{10}$	0.4042	2.19

V-Lab

Arcam AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arcam AB Analyses