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
$m$	91
$α$	0.2781	12.87
$β$	0.7140	127.59
$γ$	-0.1048	-2.36
$λ_{1}$	0.0053	4.95
$λ_{2}$	0.0078	7.28
$λ_{3}$	0.9911	687.77

V-Lab

IGE + XAO MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IGE + XAO Analyses