SMI Volatility Index

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
$α$	0.2191	15.51
$β$	0.7239	35.78
$γ$	-0.1482	-6.91
$λ_{1}$	0.0391	0.40
$λ_{2}$	0.0199	1.83
$λ_{3}$	0.9801	58.62

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Etrion Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Etrion Corp Analyses