CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.4586	7.46
$α$	0.2757	20.22
$β$	0.8758	48.38
$γ$	-0.0019	-0.13

V-Lab

Oceanteam Asa EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Oceanteam Asa Analyses