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
$ω$	0.8199	4.91
$α$	0.0757	3.30
$β$	0.8396	12.65
$γ_{1}$	-0.2685	-0.48
$γ_{2}$	-0.2018	-0.21
$γ_{3}$	1.5015	1.71
$γ_{4}$	-2.1947	-2.60
$γ_{5}$	2.5273	2.75
$γ_{6}$	-5.1210	-4.45

V-Lab

Recipharm AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Recipharm AB Analyses