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
$ω$	1.0786	4.83
$α$	0.1733	9.53
$β$	0.7302	29.74
$γ_{1}$	-0.0196	-0.39
$γ_{2}$	0.0997	1.40
$γ_{3}$	-0.2086	-4.69
$γ_{4}$	0.2400	6.36
$γ_{5}$	-0.1905	-4.65
$γ_{6}$	0.1020	2.22
$γ_{7}$	0.0295	0.64
$γ_{8}$	-0.1130	-2.25
$γ_{9}$	0.1110	1.01

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Topdanmark A/S Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Topdanmark A/S Analyses