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
$ω$	1.2562	2.97
$α$	0.2264	4.98
$β$	0.7253	17.29
$γ_{1}$	-0.1899	-3.97
$γ_{2}$	0.3135	4.51
$γ_{3}$	-0.1817	-4.53
$γ_{4}$	0.0875	2.32
$γ_{5}$	-0.0376	-1.15

V-Lab

Athena Investments AS Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Athena Investments AS Analyses