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
$ω$	1.0394	2.64
$α$	0.0780	4.98
$β$	0.8492	28.09
$γ_{1}$	-0.2678	-1.68
$γ_{2}$	0.5563	2.76
$γ_{3}$	-0.6158	-5.52
$γ_{4}$	0.5987	5.57
$γ_{5}$	-0.4693	-3.42
$γ_{6}$	0.2793	1.56
$γ_{7}$	0.0031	0.02
$γ_{8}$	-0.1545	-1.28

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SpareBank 1 Sorost-Norge Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SpareBank 1 Sorost-Norge Analyses