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
$m$	26
$α$	0.6198	25.19
$β$	0.6296	43.25
$γ$	-0.5000	-20.36
$λ_{1}$	8.1872	11.90
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9731	80.93

V-Lab

Intermonte Partners Sim Spa MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Intermonte Partners Sim Spa Analyses