CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	51
$α$	0.0653	14.62
$β$	0.8206	76.83
$γ$	0.0417	3.55
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.9965	17.70
$λ_{3}$	0.0035	0.21

V-Lab

Biocorp Production MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Biocorp Production Analyses