CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6726	1.63
$α$	0.2087	5.19
$β$	0.7780	19.54
$γ_{1}$	-0.6788	-0.36
$γ_{2}$	1.8972	0.74
$γ_{3}$	-2.6862	-1.10
$γ_{4}$	2.8435	1.01
$γ_{5}$	-2.2613	-0.99
$γ_{6}$	1.7615	0.99
$γ_{7}$	-2.7125	-1.62
$γ_{8}$	4.6817	2.09
$γ_{9}$	-10.9511	-3.57
$γ_{10}$	14.4270	4.98

V-Lab

Resurs Holding Ab Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Resurs Holding Ab Analyses