CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	96
$α$	0.2289	15.79
$β$	0.7346	44.57
$γ$	-0.1650	-11.27
$λ_{1}$	1.4955	0.54
$λ_{2}$	0.8291	0.56
$λ_{3}$	0.1709	0.11

V-Lab

McPhy Energy SA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McPhy Energy SA Analyses