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
$ω$	1.5816	5.63
$α$	0.5531	4.26
$β$	0.4351	4.05
$γ_{1}$	-32.6730	-0.30
$γ_{2}$	0.2419	0.00
$γ_{3}$	80.7563	0.94
$γ_{4}$	-101.6512	-1.15
$γ_{5}$	130.9598	1.89
$γ_{6}$	-173.4092	-3.54
$γ_{7}$	206.1610	5.76
$γ_{8}$	-160.4961	-4.86

V-Lab

Hufvudstaden AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hufvudstaden AB Analyses