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
$ω$	0.6674	3.49
$α$	0.0868	2.60
$β$	0.4469	2.96
$γ_{1}$	-0.3365	-0.32
$γ_{2}$	0.7524	0.52
$γ_{3}$	-0.6841	-0.79
$γ_{4}$	0.2370	0.28
$γ_{5}$	0.1107	0.10
$γ_{6}$	-0.5172	-0.35
$γ_{7}$	0.3312	0.24
$γ_{8}$	1.7233	1.45
$γ_{9}$	-4.3187	-4.07
$γ_{10}$	4.1616	7.91

V-Lab

Nixu Oyj Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nixu Oyj Analyses