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
$α$	0.1457	15.56
$β$	0.7164	64.93
$γ$	0.1115	6.70
$λ_{1}$	0.0407	4.61
$λ_{2}$	0.0150	7.21
$λ_{3}$	0.9818	342.20

V-Lab

Athena Investments AS MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Athena Investments AS Analyses