CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	4.0109	3.81
$α$	0.0944	13.33
$β$	0.9700	120.58
$ν$	4.7634	4.56

V-Lab

illimity Bank S.p.A. GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

Other illimity Bank S.p.A. Analyses