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
$ω$	0.8108	5.57
$α$	0.2389	5.88
$β$	0.5756	13.06
$γ_{1}$	-0.1149	-1.36
$γ_{2}$	0.1150	0.98
$γ_{3}$	0.0081	0.11
$γ_{4}$	-0.0699	-0.86
$γ_{5}$	0.1231	1.93

V-Lab

Swedol AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Swedol AB Analyses