CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9971	6.10
$α$	0.2670	2.12
$β$	0.3053	2.77
$γ_{1}$	-0.1034	-0.39
$γ_{2}$	0.6792	1.73
$γ_{3}$	-1.0794	-3.46
$γ_{4}$	0.7466	2.30
$γ_{5}$	-0.3689	-1.14
$γ_{6}$	0.2399	1.05

V-Lab

DGC One AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DGC One AB Analyses