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
$m$	126
$α$	0.1636	25.95
$β$	0.6046	59.61
$γ$	0.0200	1.71
$λ_{1}$	0.0114	1.03
$λ_{2}$	0.0157	1.61
$λ_{3}$	0.9822	79.71

V-Lab

BEL SA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BEL SA Analyses