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
$m$	126
$α$	0.0155	5.40
$β$	0.8924	62.46
$γ$	0.0311	5.42
$λ_{1}$	0.0855	0.01
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9914	0.94

V-Lab

Crayon Group Holding Asa MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Crayon Group Holding Asa Analyses