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
$α$	0.0559	15.62
$β$	0.8069	85.33
$γ$	0.0890	14.89
$λ_{1}$	0.0138	2.53
$λ_{2}$	0.0175	3.90
$λ_{3}$	0.9791	170.22

V-Lab

ASTM S.p.A. MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ASTM S.p.A. Analyses