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
$ω$	0.5730	4.38
$α$	0.1432	4.95
$β$	0.8066	26.91
$γ_{1}$	-0.0639	-0.50
$γ_{2}$	-0.0435	-0.22
$γ_{3}$	0.3181	2.61
$γ_{4}$	-0.5053	-4.22
$γ_{5}$	0.5741	3.33
$γ_{6}$	-0.5740	-1.33

V-Lab

Oceanteam Asa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Oceanteam Asa Analyses