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
$m$	21
$α$	0.5055	5,054,860.00
$β$	0.6056	6,055,770.00
$γ$	-0.2221	-2,221,270.00
$λ_{1}$	0.0000	10.00
$λ_{2}$	1.0000	9,999,850.00
$λ_{3}$	0.0000	150.00

V-Lab

CNIM Group MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CNIM Group Analyses