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
$m$	51
$α$	0.0580	20.53
$β$	0.9197	151.74
$γ$	0.0416	3.95
$λ_{1}$	10.0000	0.84
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.8019	3.14

V-Lab

Micropole MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Micropole Analyses