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
$ω$	1.4668	3.13
$α$	0.1785	3.72
$β$	0.3928	2.97
$γ_{1}$	0.9909	0.77
$γ_{2}$	-1.8015	-0.96
$γ_{3}$	2.2584	1.64
$γ_{4}$	-2.2025	-1.48
$γ_{5}$	0.6243	0.43
$γ_{6}$	0.2957	0.22
$γ_{7}$	0.2332	0.15
$γ_{8}$	-0.8218	-0.64

V-Lab

Sportamore AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sportamore AB Analyses