CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.3500	3,500,060.00
$β$	0.8250	8,249,970.00
$γ$	-0.3500	-3,500,060.00
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.8617	8,616,630.00
$λ_{3}$	0.0608	607,890.00

V-Lab

Orsted A/S MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Orsted A/S Analyses