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
$ω$	10.0420	0.00
$α$	0.2886	0.00
$β$	0.7114	0.01
$γ_{1}$	-3.5251	-0.01
$γ_{2}$	-1.3166	-0.00
$γ_{3}$	12.4088	0.00
$γ_{4}$	-12.0148	-0.00
$γ_{5}$	17.3329	0.00
$γ_{6}$	-32.5134	-0.00
$γ_{7}$	29.9005	0.00
$γ_{8}$	-20.2707	-0.00
$γ_{9}$	44.2631	0.00
$γ_{10}$	-178.3823	-0.01

V-Lab

Hometown A/S Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hometown A/S Analyses