CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.0352	16.61
$β$	0.8469	110.66
$γ$	0.0495	11.42
$λ_{1}$	0.6538	3.10
$λ_{2}$	0.9381	24.49
$λ_{3}$	0.0000	0.00

V-Lab

IAR Systems Group AB MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IAR Systems Group AB Analyses