CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0508	4.34
$α$	0.3240	13.90
$β$	0.5859	22.63
$γ$	-0.0477	-1.88
$δ$	0.9634	4.68

V-Lab

Kaleon SpA Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kaleon SpA Analyses