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
$ω$	1.4924	2.24
$α$	0.1362	4.46
$β$	0.6373	6.69
$γ_{1}$	0.1975	0.26
$γ_{2}$	-0.3451	-0.32
$γ_{3}$	0.8728	1.19
$γ_{4}$	-1.5288	-2.25
$γ_{5}$	1.0515	2.06
$γ_{6}$	-0.1252	-0.37
$γ_{7}$	-0.2895	-0.62
$γ_{8}$	0.4322	0.52

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MORROW BANK ASA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MORROW BANK ASA Analyses