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
$α$	0.0887	11.20
$β$	0.7690	67.22
$γ$	0.0631	5.20
$λ_{1}$	0.0085	1.28
$λ_{2}$	0.0042	2.27
$λ_{3}$	0.9938	314.48

V-Lab

ECA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ECA Analyses