CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.0761	14.36
$β$	0.7977	71.25
$γ$	0.0837	11.90
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.1255	5.35
$λ_{3}$	0.8745	37.00

V-Lab

AURES Technologies SA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AURES Technologies SA Analyses