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
$α$	0.0778	15.03
$β$	0.8501	155.70
$γ$	0.0802	11.66
$λ_{1}$	1.7831	0.58
$λ_{2}$	0.8964	0.60
$λ_{3}$	0.0000	0.00

V-Lab

Abengoa SA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abengoa SA Analyses