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
$ω$	0.5529	3.36
$α$	0.2119	4.28
$β$	0.7114	15.75
$γ_{1}$	1.1114	0.95
$γ_{2}$	-0.1364	-0.07
$γ_{3}$	-1.9299	-1.10
$γ_{4}$	0.8920	0.59
$γ_{5}$	-0.9510	-0.88
$γ_{6}$	3.7931	4.44
$γ_{7}$	-4.5094	-5.55

V-Lab

Northern Drilling Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Northern Drilling Ltd Analyses