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
$m$	106
$α$	0.1456	9.92
$β$	0.2813	8.66
$γ$	0.3958	10.91
$λ_{1}$	0.1041	1.32
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0137	0.02

V-Lab

Ideami S.p.A. MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ideami S.p.A. Analyses