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
$ω$	1.8896	5.11
$α$	0.1818	6.49
$β$	0.7074	20.97
$γ_{1}$	-0.2082	-2.47
$γ_{2}$	0.3379	2.80
$γ_{3}$	-0.1240	-1.60
$γ_{4}$	-0.0399	-0.50
$γ_{5}$	0.0916	1.14
$γ_{6}$	-0.1343	-0.96

V-Lab

Nordnet AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nordnet AB Analyses