CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3629	7.43
$α$	0.3579	4.27
$β$	0.0000	0.00
$γ_{1}$	-0.3032	-1.60
$γ_{2}$	0.5091	1.69
$γ_{3}$	-0.2936	-1.45
$γ_{4}$	0.0158	0.09
$γ_{5}$	0.6047	1.87

V-Lab

Avega Group AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Avega Group AB Analyses