CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	96
$α$	0.1544	23.51
$β$	0.6486	45.54
$γ$	-0.0163	-1.77
$λ_{1}$	0.0779	0.87
$λ_{2}$	0.2581	1.12
$λ_{3}$	0.7327	2.88

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Banco di Sardegna SpA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Banco di Sardegna SpA Analyses