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
$ω$	1.4911	2.41
$α$	0.0923	3.38
$β$	0.4456	1.93
$γ_{1}$	-1.2600	-0.75
$γ_{2}$	3.4767	1.42
$γ_{3}$	-3.4374	-2.90
$γ_{4}$	1.8764	2.93
$γ_{5}$	-1.4345	-2.16
$γ_{6}$	1.9557	2.74
$γ_{7}$	-2.8132	-3.33
$γ_{8}$	2.9248	3.04
$γ_{9}$	-1.7542	-1.39
$γ_{10}$	-0.4506	-0.33

V-Lab

Fortnox Ab Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fortnox Ab Analyses