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
$ω$	1.4319	2.59
$α$	0.1240	6.87
$β$	0.7477	18.81
$γ_{1}$	-0.1012	-0.62
$γ_{2}$	0.3787	1.82
$γ_{3}$	-0.3772	-3.26
$γ_{4}$	-0.0586	-0.41
$γ_{5}$	0.3869	2.34
$γ_{6}$	-0.3263	-2.76
$γ_{7}$	0.1322	1.45
$γ_{8}$	-0.1566	-1.37
$γ_{9}$	0.2780	2.27
$γ_{10}$	-0.2265	-2.44

V-Lab

Monberg & Thorsen A/S Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Monberg & Thorsen A/S Analyses