CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.1378	1.92
$α$	0.1909	4.78
$β$	0.7404	11.71
$γ_{1}$	-0.5920	-1.78
$γ_{2}$	1.0351	2.39
$γ_{3}$	-0.3423	-1.29
$γ_{4}$	-0.3089	-1.23
$γ_{5}$	0.3177	1.41
$γ_{6}$	-0.2649	-0.95
$γ_{7}$	0.8613	2.69

V-Lab

Dansk Industri Invest A/S 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