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
$ω$	0.9905	5.01
$α$	0.2518	4.32
$β$	0.5521	12.19
$γ_{1}$	0.1959	0.89
$γ_{2}$	-0.6402	-1.93
$γ_{3}$	0.8490	3.77
$γ_{4}$	-0.7531	-3.73
$γ_{5}$	0.7122	3.10
$γ_{6}$	-0.7150	-2.16
$γ_{7}$	0.6786	1.94
$γ_{8}$	-0.4412	-1.17
$γ_{9}$	-0.9687	-1.99

V-Lab

ICA Gruppen AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICA Gruppen AB Analyses