CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0406	9.05
$α$	0.0036	2.66
$β$	0.9673	466.40
$γ$	0.0417	13.17

V-Lab

Fimalac GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fimalac Analyses