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
$ω$	0.8464	2.86
$α$	0.1821	2.74
$β$	0.1154	0.73
$γ_{1}$	10.1887	1.95
$γ_{2}$	-15.0455	-2.05
$γ_{3}$	4.8006	1.04
$γ_{4}$	7.5170	1.35
$γ_{5}$	-14.1957	-1.89
$γ_{6}$	4.3204	0.42

V-Lab

Statt Torsk Asa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Statt Torsk Asa Analyses