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
$ω$	1.3575	2.70
$α$	0.2040	7.82
$β$	0.7810	31.41
$γ_{1}$	-0.6898	-4.37
$γ_{2}$	1.4096	5.13
$γ_{3}$	-0.9873	-3.24
$γ_{4}$	0.3376	0.85
$γ_{5}$	-0.3349	-0.87
$γ_{6}$	0.5042	2.10
$γ_{7}$	-0.4136	-2.42
$γ_{8}$	0.3220	1.56
$γ_{9}$	-0.0378	-0.10

V-Lab

Totalbanken A/S Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Totalbanken A/S Analyses