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
$ω$	1.1687	4.78
$α$	0.2762	4.79
$β$	0.5034	12.39
$γ_{1}$	0.8608	1.68
$γ_{2}$	-1.4840	-1.97
$γ_{3}$	0.8837	2.20
$γ_{4}$	-0.2523	-0.78
$γ_{5}$	-0.1880	-0.58
$γ_{6}$	0.2914	0.85
$γ_{7}$	-0.0211	-0.06
$γ_{8}$	-0.4599	-1.18
$γ_{9}$	0.9648	1.94
$γ_{10}$	-2.5164	-3.36

V-Lab

Swedol AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Swedol AB Analyses