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
$m$	26
$α$	0.3172	23.94
$β$	0.4192	18.60
$γ$	-0.1194	-5.92
$λ_{1}$	0.3285	1.23
$λ_{2}$	0.1152	1.48
$λ_{3}$	0.8398	7.40

V-Lab

Greenthesis SPA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Greenthesis SPA Analyses