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
$ω$	0.9142	5.48
$α$	0.1522	5.49
$β$	0.6921	15.96
$γ_{1}$	0.1672	0.78
$γ_{2}$	-0.5925	-1.80
$γ_{3}$	0.8215	3.53
$γ_{4}$	-0.7342	-3.49
$γ_{5}$	0.6912	2.97
$γ_{6}$	-0.7324	-2.13
$γ_{7}$	0.8159	2.34
$γ_{8}$	-0.8558	-2.77
$γ_{9}$	0.6089	2.75

V-Lab

ICA Gruppen AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICA Gruppen AB Analyses