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
$m$	76
$α$	0.1833	20.84
$β$	0.5862	15.48
$γ$	-0.0965	-6.97
$λ_{1}$	2.2975	0.44
$λ_{2}$	0.2636	0.69
$λ_{3}$	0.6142	1.37

V-Lab

Alpha Mos Sa MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alpha Mos Sa Analyses