CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7268	3.11
$α$	0.1049	6.64
$β$	0.8769	51.36
$γ_{1}$	-1.1721	-3.32
$γ_{2}$	2.4198	4.13
$γ_{3}$	-1.6907	-3.77
$γ_{4}$	0.1939	0.57
$γ_{5}$	0.3796	1.45
$γ_{6}$	-0.0947	-0.35
$γ_{7}$	0.0951	0.39
$γ_{8}$	-0.3724	-1.52
$γ_{9}$	0.3800	1.63
$γ_{10}$	-0.1284	-0.48

V-Lab

Nordfyns Bank AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nordfyns Bank AB Analyses