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
$ω$	0.4169	4.55
$α$	0.1487	5.17
$β$	0.7462	24.07
$γ_{1}$	-0.2048	-2.60
$γ_{2}$	0.1248	1.05
$γ_{3}$	0.1759	1.85
$γ_{4}$	-0.1809	-1.69
$γ_{5}$	0.1967	1.54
$γ_{6}$	-0.1807	-1.54
$γ_{7}$	0.1117	1.34
$γ_{8}$	-0.3381	-3.92

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Pohjola Bank Oyj Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pohjola Bank Oyj Analyses