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
$m$	31
$α$	0.1027	19.29
$β$	0.7779	85.16
$γ$	0.0398	4.12
$λ_{1}$	0.0022	1.41
$λ_{2}$	0.0065	6.82
$λ_{3}$	0.9930	826.82

V-Lab

Itesoft SA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Itesoft SA Analyses