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
$ω$	1.8548	4.81
$α$	0.1267	6.14
$β$	0.6923	13.04
$γ_{1}$	0.6510	2.39
$γ_{2}$	-1.0911	-2.67
$γ_{3}$	0.8122	3.39
$γ_{4}$	-0.6045	-3.09
$γ_{5}$	0.3265	1.38
$γ_{6}$	-0.2868	-1.03
$γ_{7}$	0.4768	1.67
$γ_{8}$	-0.4286	-1.81
$γ_{9}$	0.2348	1.04
$γ_{10}$	-0.1471	-0.72

V-Lab

Sparebanken Sor As Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sparebanken Sor As Analyses