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
$m$	61
$α$	0.1955	16.17
$β$	0.5388	25.97
$γ$	-0.0427	-1.69
$λ_{1}$	0.5323	1.20
$λ_{2}$	0.6642	1.13
$λ_{3}$	0.3358	0.58

V-Lab

Innofactor Oyj MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Innofactor Oyj Analyses