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
$ω$	1.7705	3.18
$α$	0.1053	6.65
$β$	0.8763	50.53
$γ_{1}$	-1.1441	-3.21
$γ_{2}$	2.3755	4.03
$γ_{3}$	-1.6604	-3.70
$γ_{4}$	0.1733	0.51
$γ_{5}$	0.3820	1.46
$γ_{6}$	-0.0829	-0.31
$γ_{7}$	0.0834	0.34
$γ_{8}$	-0.3691	-1.48
$γ_{9}$	0.3895	1.62
$γ_{10}$	-0.1688	-0.90

V-Lab

Nordfyns Bank AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nordfyns Bank AB Analyses