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
$ω$	1.5855	8.45
$α$	0.2877	6.59
$β$	0.2428	3.66
$γ_{1}$	-0.1992	-4.77
$γ_{2}$	0.3787	6.21
$γ_{3}$	-0.2722	-6.65
$γ_{4}$	0.1555	3.30
$γ_{5}$	-0.1067	-1.13

V-Lab

Comptel OYJ Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Comptel OYJ Analyses