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
$ω$	1.9753	4.28
$α$	0.5084	3.16
$β$	0.4648	4.66
$γ_{1}$	7.3392	0.08
$γ_{2}$	-45.6411	-0.38
$γ_{3}$	88.0667	1.01
$γ_{4}$	-105.0434	-1.16
$γ_{5}$	136.6611	1.93
$γ_{6}$	-185.6059	-3.36
$γ_{7}$	231.2743	2.82
$γ_{8}$	-213.2617	-1.42

V-Lab

Hufvudstaden AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hufvudstaden AB Analyses