CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4208	2.34
$α$	0.0879	3.18
$β$	0.4104	1.79
$γ_{1}$	-1.3457	-0.81
$γ_{2}$	3.5480	1.48
$γ_{3}$	-3.3983	-2.94
$γ_{4}$	1.8437	2.93
$γ_{5}$	-1.4368	-2.20
$γ_{6}$	1.9870	2.84
$γ_{7}$	-2.8876	-3.52
$γ_{8}$	3.1116	3.38
$γ_{9}$	-2.2478	-1.91
$γ_{10}$	1.1067	0.96

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Fortnox Ab Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fortnox Ab Analyses