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
$ω$	0.9267	3.17
$α$	0.3385	2.02
$β$	0.4575	6.12
$γ_{1}$	0.4774	0.05
$γ_{2}$	-7.4484	-0.43
$γ_{3}$	10.2042	0.75
$γ_{4}$	-3.6736	-0.39
$γ_{5}$	-4.3319	-0.50
$γ_{6}$	19.4314	1.73
$γ_{7}$	-36.9606	-2.82
$γ_{8}$	34.2768	3.77

V-Lab

Nordax Group AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nordax Group AB Analyses