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
$α$	0.2750	12.74
$β$	0.5284	26.23
$γ$	-0.0434	-1.71
$λ_{1}$	1.0275	3.03
$λ_{2}$	0.9606	17.35
$λ_{3}$	0.0000	0.00

V-Lab

Amsc Asa MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Amsc Asa Analyses