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
$ω$	1.3167	1.42
$α$	0.4084	9.49
$β$	0.5886	13.51
$γ_{1}$	-0.8566	-0.52
$γ_{2}$	0.7412	0.27
$γ_{3}$	-0.8227	-0.38
$γ_{4}$	2.7609	1.47
$γ_{5}$	-2.9244	-1.93
$γ_{6}$	1.3254	1.15
$γ_{7}$	-0.5478	-0.43
$γ_{8}$	0.1412	0.11
$γ_{9}$	2.3243	1.55
$γ_{10}$	-5.8166	-2.77

V-Lab

Oscar Properties Holding AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Oscar Properties Holding AB Analyses