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
$ω$	0.6874	4.22
$α$	0.0732	3.68
$β$	0.8469	16.17
$γ_{1}$	-0.3316	-4.93
$γ_{2}$	0.5314	5.51
$γ_{3}$	-0.2645	-4.01
$γ_{4}$	0.0434	0.73
$γ_{5}$	0.0455	0.81
$γ_{6}$	-0.0292	-0.63

V-Lab

Poyry OYJ Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Poyry OYJ Analyses