CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0752	13.99
$α$	0.0700	11.17
$β$	0.9061	237.21
$γ$	0.0066	0.78

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SpareBank 1 Sorost-Norge GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SpareBank 1 Sorost-Norge Analyses