CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5760	4.62
$α$	0.0576	1.66
$β$	0.4467	1.15
$γ_{1}$	25.7981	3.93
$γ_{2}$	-35.5155	-2.91
$γ_{3}$	8.5749	0.73
$γ_{4}$	12.4939	0.96
$γ_{5}$	-24.3724	-1.77
$γ_{6}$	25.5368	2.85
$γ_{7}$	-35.3179	-2.05
$γ_{8}$	56.8342	2.94
$γ_{9}$	-51.7414	-4.61

V-Lab

Risor Shipping Holding AS Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Risor Shipping Holding AS Analyses