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
$ω$	0.7842	3.57
$α$	0.0857	3.86
$β$	0.8073	17.48
$γ_{1}$	-0.2029	-1.03
$γ_{2}$	-0.0003	-0.00
$γ_{3}$	0.5452	3.47
$γ_{4}$	-0.4385	-3.31
$γ_{5}$	0.0155	0.12
$γ_{6}$	0.1200	0.99
$γ_{7}$	-0.0757	-0.61
$γ_{8}$	0.1503	0.98
$γ_{9}$	-0.4117	-1.25

V-Lab

Poyry OYJ Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Poyry OYJ Analyses