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
$ω$	1.3813	2.65
$α$	0.1228	6.69
$β$	0.7301	15.74
$γ_{1}$	-0.1183	-0.74
$γ_{2}$	0.3999	1.97
$γ_{3}$	-0.3821	-3.39
$γ_{4}$	-0.0586	-0.43
$γ_{5}$	0.3898	2.47
$γ_{6}$	-0.3233	-2.87
$γ_{7}$	0.1046	1.20
$γ_{8}$	-0.0771	-0.70
$γ_{9}$	0.0925	0.77
$γ_{10}$	0.2527	1.41

V-Lab

Monberg & Thorsen A/S 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