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
$ω$	1.4206	14,206,100.00
$α$	0.6217	6,216,710.00
$β$	0.3783	3,783,150.00
$γ_{1}$	57.0437	570,437,300.00
$γ_{2}$	-151.8454	-1,518,454,000.00
$γ_{3}$	-47.1669	-471,668,600.00
$γ_{4}$	851.3230	8,513,230,000.00
$γ_{5}$	-1,220.7990	-12,207,990,000.00
$γ_{6}$	-6,192.7880	-61,927,880,000.00

V-Lab

Orsted A/S Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Orsted A/S Analyses