CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3689	2.76
$α$	0.2779	1.86
$β$	0.0000	0.00
$γ_{1}$	5.7908	1.66
$γ_{2}$	-9.0899	-1.96
$γ_{3}$	5.8371	2.27
$γ_{4}$	-6.4424	-2.51
$γ_{5}$	6.4851	3.04
$γ_{6}$	-1.7367	-0.86
$γ_{7}$	-2.4757	-1.11
$γ_{8}$	2.4490	1.17
$γ_{9}$	-2.0935	-0.82
$γ_{10}$	-4.1232	-0.87

V-Lab

Victoriahem Fastigheter AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Victoriahem Fastigheter AB Analyses