CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.3662	2.50
$α$	0.1965	5.45
$β$	0.7630	16.27
$γ_{1}$	-0.1374	-0.76
$γ_{2}$	0.4848	1.85
$γ_{3}$	-0.5539	-3.85
$γ_{4}$	0.2920	2.88
$γ_{5}$	-0.1173	-1.83

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Dansk Industri Invest A/S Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dansk Industri Invest A/S Analyses