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
$ω$	1.2522	4.58
$α$	0.1475	3.36
$β$	0.5853	5.22
$γ_{1}$	0.3676	2.46
$γ_{2}$	-0.5467	-2.67
$γ_{3}$	0.2317	2.45

V-Lab

Nobina AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nobina AB Analyses