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
$ω$	0.5254	9.08
$α$	0.1672	5.87
$β$	0.5757	8.08
$γ_{1}$	0.0527	1.41
$γ_{2}$	-0.1421	-2.48
$γ_{3}$	0.0754	1.39
$γ_{4}$	0.0600	0.76
$γ_{5}$	-0.1047	-1.30
$γ_{6}$	0.1814	2.87
$γ_{7}$	-0.3851	-4.53

V-Lab

TDC A/S Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TDC A/S Analyses