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
$ω$	1.8878	4.90
$α$	0.1307	5.94
$β$	0.6758	11.80
$γ_{1}$	0.6800	2.51
$γ_{2}$	-1.1401	-2.80
$γ_{3}$	0.8471	3.58
$γ_{4}$	-0.6278	-3.27
$γ_{5}$	0.3368	1.46
$γ_{6}$	-0.2821	-1.03
$γ_{7}$	0.4455	1.59
$γ_{8}$	-0.3374	-1.43
$γ_{9}$	0.0009	0.00
$γ_{10}$	0.4940	1.66

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Sparebanken Sor As Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sparebanken Sor As Analyses