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
$ω$	8.7352	3.23
$α$	0.5948	398.66
$β$	0.4047	266.93
$γ_{1}$	-1.0511	-3.10
$γ_{2}$	1.7495	3.42
$γ_{3}$	-1.3007	-3.90
$γ_{4}$	1.1821	3.44
$γ_{5}$	-10.0495	-5.56
$γ_{6}$	32.0622	5.79
$γ_{7}$	-56.6131	-8.82
$γ_{8}$	54.3857	17.69

V-Lab

Hometown A/S Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hometown A/S Analyses