CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{type} for {date}

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	param	t-stat
$m$	126
$α$	0.0321	9.95
$β$	0.8803	447.75
$γ$	0.1259	30.93
$λ_{1}$	1.8002	0.02
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

V-Lab

IBEX 35 Index MF2-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IBEX 35 Index Analyses