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
$m$	66
$α$	0.0487	4.61
$β$	0.8072	58.47
$γ$	0.2867	14.56
$λ_{1}$	1.5789	2.41
$λ_{2}$	0.0672	1.68
$λ_{3}$	0.9271	21.65

V-Lab

Intertrust Nv MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Intertrust Nv Analyses