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
$ω$	0.8894	5.40
$α$	0.1961	6.88
$β$	0.6938	16.92
$γ_{1}$	0.0934	1.94
$γ_{2}$	-0.0787	-1.08
$γ_{3}$	-0.1130	-2.15
$γ_{4}$	0.1889	3.88
$γ_{5}$	-0.1435	-2.79
$γ_{6}$	0.1035	1.97
$γ_{7}$	-0.1147	-1.42

V-Lab

NTR Holding A/S 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