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
$ω$	1.0209	4.78
$α$	0.0508	3.45
$β$	0.9129	29.66
$γ_{1}$	-0.1204	-0.56
$γ_{2}$	0.2154	0.65
$γ_{3}$	-0.2335	-0.87
$γ_{4}$	0.3638	1.34
$γ_{5}$	-0.4352	-2.01
$γ_{6}$	0.1675	1.03
$γ_{7}$	0.6094	2.82

V-Lab

Hojgaard Holding A/S Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hojgaard Holding A/S Analyses