CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	5.0407	5.35
$α$	0.1066	24.48
$β$	0.9699	170.96
$ν$	3.9151	12.48

V-Lab

Gunnebo AB GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

Other Gunnebo AB Analyses