EURO STOXX 50 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.6317	3.55
$α$	0.0961	3.37
$β$	0.8464	10.65
$γ_{1}$	-0.8532	-1.73
$γ_{2}$	1.6166	2.14
$γ_{3}$	-1.6170	-2.90
$γ_{4}$	1.2376	3.07

V-Lab

Marel Hf Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Marel Hf Analyses