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
$m$	96
$α$	0.0222	14.31
$β$	0.9196	288.26
$γ$	0.0780	18.13
$λ_{1}$	5.4902	0.20
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.3524	0.11

V-Lab

Devoteam SA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Devoteam SA Analyses