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
$m$	61
$α$	0.0524	11.06
$β$	0.7149	50.01
$γ$	0.1164	10.09
$λ_{1}$	0.0261	1.09
$λ_{2}$	0.0154	0.98
$λ_{3}$	0.9758	60.98

V-Lab

Chr Hansen Holding A/S MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chr Hansen Holding A/S Analyses