CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1544	19.09
$β$	0.7256	80.81
$γ$	0.0621	4.44
$λ_{1}$	2.5202	0.12
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.4801	0.11

V-Lab

DeA Capital SpA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DeA Capital SpA Analyses