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
$ω$	0.7199	2.03
$α$	0.2758	4.34
$β$	0.7055	10.77
$γ_{1}$	-2.1490	-1.13
$γ_{2}$	2.9562	1.04
$γ_{3}$	-1.7909	-0.90
$γ_{4}$	-0.1005	-0.05
$γ_{5}$	3.4657	1.66
$γ_{6}$	-2.8178	-1.70
$γ_{7}$	-3.4404	-2.23

V-Lab

STYLEPIT A/S Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other STYLEPIT A/S Analyses