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
$ω$	0.5879	0.13
$α$	0.3976	0.02
$β$	0.6024	0.03
$γ_{1}$	-71.6839	-0.09
$γ_{2}$	65.3916	0.05
$γ_{3}$	215.5395	0.02
$γ_{4}$	-416.5231	-0.02
$γ_{5}$	119.8259	0.20
$γ_{6}$	132.3905	0.01
$γ_{7}$	28.1841	0.01
$γ_{8}$	74.4362	0.03
$γ_{9}$	-530.2061	-0.15
$γ_{10}$	622.6398	0.03

V-Lab

Orsted A/S Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Orsted A/S Analyses