CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	56
$α$	0.0645	8.16
$β$	0.5466	36.14
$γ$	0.1964	14.68
$λ_{1}$	0.0396	0.93
$λ_{2}$	0.0372	1.60
$λ_{3}$	0.9539	31.20

V-Lab

Iliad SA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Iliad SA Analyses