CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	46
$α$	0.0943	12.38
$β$	0.7705	45.63
$γ$	0.0560	4.60
$λ_{1}$	4.1981	0.09
$λ_{2}$	0.1495	0.09
$λ_{3}$	0.0000	0.00

V-Lab

Digital Magics Spa MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Digital Magics Spa Analyses