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
$ω$	1.3947	2.62
$α$	0.2203	7.76
$β$	0.7645	28.42
$γ_{1}$	-0.6802	-4.43
$γ_{2}$	1.3631	5.13
$γ_{3}$	-0.9100	-3.12
$γ_{4}$	0.2719	0.73
$γ_{5}$	-0.3003	-0.83
$γ_{6}$	0.5020	2.19
$γ_{7}$	-0.4578	-2.60
$γ_{8}$	0.4522	1.90
$γ_{9}$	-0.3529	-1.61

V-Lab

Totalbanken A/S Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Totalbanken A/S Analyses