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
$ω$	0.2242	4.55
$α$	0.0000	0.00
$β$	0.9441	188.03
$γ$	0.0636	6.32

V-Lab

Fortnox Ab GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fortnox Ab Analyses