CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3443	6.68
$α$	0.1480	8.60
$β$	0.7140	21.60
$γ_{1}$	0.1592	4.14
$γ_{2}$	-0.2467	-4.26
$γ_{3}$	0.1424	3.24
$γ_{4}$	-0.0551	-1.18
$γ_{5}$	-0.0741	-1.72
$γ_{6}$	0.1485	3.75
$γ_{7}$	-0.0223	-0.27

V-Lab

Gunnebo AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gunnebo AB Analyses