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
$α$	0.1650	12.65
$β$	0.6797	51.03
$γ$	-0.0106	-0.58
$λ_{1}$	0.2513	1.76
$λ_{2}$	0.0451	3.26
$λ_{3}$	0.9187	32.21

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Cpl Resources plc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cpl Resources plc Analyses