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
$ω$	4.3930	2.22
$α$	0.5552	2.27
$β$	0.0000	0.00
$γ_{1}$	158.3718	1.04
$γ_{2}$	-130.2698	-0.48
$γ_{3}$	-39.5206	-0.18
$γ_{4}$	31.7467	0.20
$γ_{5}$	-112.7782	-1.02
$γ_{6}$	279.8010	2.14
$γ_{7}$	-402.7612	-2.60
$γ_{8}$	550.2027	2.18
$γ_{9}$	-807.1346	-2.48
$γ_{10}$	659.9482	3.25

V-Lab

Svitzer Group A/S Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Svitzer Group A/S Analyses