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
$ω$	1.4397	4.85
$α$	0.1894	3.97
$β$	0.4409	4.62
$γ_{1}$	0.2502	0.47
$γ_{2}$	0.3868	0.48
$γ_{3}$	-1.6204	-2.48
$γ_{4}$	1.9297	2.98
$γ_{5}$	-1.3762	-2.00
$γ_{6}$	0.4875	0.66
$γ_{7}$	-0.6322	-0.91
$γ_{8}$	2.0452	2.46
$γ_{9}$	-4.6469	-4.45
$γ_{10}$	5.3534	6.41

V-Lab

Caverion OYJ Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caverion OYJ Analyses