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
$ω$	0.8904	5.40
$α$	0.2004	6.75
$β$	0.6869	16.50
$γ_{1}$	0.0934	1.95
$γ_{2}$	-0.0795	-1.10
$γ_{3}$	-0.1104	-2.11
$γ_{4}$	0.1829	3.77
$γ_{5}$	-0.1316	-2.54
$γ_{6}$	0.0797	1.58
$γ_{7}$	-0.0570	-1.52

V-Lab

NTR Holding A/S Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NTR Holding A/S Analyses