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
$m$	26
$α$	0.4114	11.43
$β$	0.3140	10.42
$γ$	-0.0460	-1.01
$λ_{1}$	0.4449	1.77
$λ_{2}$	1.0000	9.65
$λ_{3}$	0.0000	0.00

V-Lab

SuperSonic Imagine SA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SuperSonic Imagine SA Analyses