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
$ω$	1.0812	4.96
$α$	0.1454	3.48
$β$	0.5909	4.96
$γ_{1}$	0.1304	1.73
$γ_{2}$	-0.3176	-2.43

V-Lab

Nobina AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nobina AB Analyses