CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2700	0.20
$α$	0.2424	90.75
$β$	0.9990	202.31
$ν$	2.0000	433.56

V-Lab

Ideami S.p.A. GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

Other Ideami S.p.A. Analyses