CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6061	2.32
$α$	0.1098	2.25
$β$	0.4037	2.12
$γ_{1}$	-1.6757	-0.38
$γ_{2}$	4.3039	0.67
$γ_{3}$	-2.8594	-0.93
$γ_{4}$	-2.0542	-0.80
$γ_{5}$	4.4308	1.64
$γ_{6}$	-2.6762	-0.96
$γ_{7}$	0.2553	0.07
$γ_{8}$	2.8139	0.55
$γ_{9}$	-12.8491	-2.01
$γ_{10}$	25.8251	3.55

V-Lab

Rovio Entertainment Oyj Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rovio Entertainment Oyj Analyses