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
$ω$	1.0358	2.63
$α$	0.0784	5.03
$β$	0.8494	28.28
$γ_{1}$	-0.2755	-1.72
$γ_{2}$	0.5697	2.81
$γ_{3}$	-0.6259	-5.61
$γ_{4}$	0.6047	5.60
$γ_{5}$	-0.4666	-3.34
$γ_{6}$	0.2588	1.39
$γ_{7}$	0.0607	0.31
$γ_{8}$	-0.3038	-1.25

V-Lab

SpareBank 1 Sorost-Norge 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