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
$m$	41
$α$	0.1380	18.62
$β$	0.7752	72.23
$γ$	-0.0017	-0.16
$λ_{1}$	0.0685	3.37
$λ_{2}$	0.7159	9.75
$λ_{3}$	0.2841	3.50

V-Lab

Cerved Group S.p.A. MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cerved Group S.p.A. Analyses