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
$m$	91
$α$	0.0933	19.27
$β$	0.8071	88.81
$γ$	-0.0286	-4.46
$λ_{1}$	1.0577	0.24
$λ_{2}$	0.7651	0.24
$λ_{3}$	0.0000	0.00

V-Lab

Abbey plc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abbey plc Analyses