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
$ω$	0.5498	3.48
$α$	0.1996	4.69
$β$	0.7102	15.21
$γ_{1}$	1.9987	1.15
$γ_{2}$	-1.7113	-0.62
$γ_{3}$	0.8609	0.31
$γ_{4}$	-3.0096	-0.82
$γ_{5}$	1.8926	0.55
$γ_{6}$	0.2775	0.13
$γ_{7}$	-2.4434	-1.23
$γ_{8}$	9.6889	3.23
$γ_{9}$	-20.5724	-3.19

V-Lab

Northern Drilling Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Northern Drilling Ltd Analyses