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
$ω$	0.8491	5.68
$α$	0.1021	4.38
$β$	0.6605	9.38
$γ_{1}$	0.3911	1.03
$γ_{2}$	-0.9519	-1.51
$γ_{3}$	1.1324	2.12
$γ_{4}$	-0.9530	-2.23
$γ_{5}$	0.4196	1.13
$γ_{6}$	0.4325	0.92
$γ_{7}$	-1.1803	-2.12
$γ_{8}$	1.3255	2.66
$γ_{9}$	-1.0697	-2.83
$γ_{10}$	0.6131	2.73

V-Lab

Chr Hansen Holding A/S Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chr Hansen Holding A/S Analyses