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
$ω$	1.4656	6.35
$α$	0.1504	8.59
$β$	0.7060	20.05
$γ_{1}$	0.2324	3.93
$γ_{2}$	-0.2809	-3.32
$γ_{3}$	0.0004	0.01
$γ_{4}$	0.1283	1.67
$γ_{5}$	-0.0963	-1.07
$γ_{6}$	-0.0444	-0.55
$γ_{7}$	0.0398	0.58
$γ_{8}$	0.1604	2.10
$γ_{9}$	-0.2218	-3.41

V-Lab

Gunnebo AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gunnebo AB Analyses