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
$ω$	1.1758	4.28
$α$	0.1503	7.56
$β$	0.7770	32.84
$γ_{1}$	0.0160	0.23
$γ_{2}$	0.0364	0.36
$γ_{3}$	-0.1628	-2.56
$γ_{4}$	0.2236	3.33
$γ_{5}$	-0.1524	-1.83
$γ_{6}$	0.0307	0.39
$γ_{7}$	-0.0777	-1.12
$γ_{8}$	0.2990	4.29
$γ_{9}$	-0.4470	-3.66

V-Lab

Haldex AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Haldex AB Analyses