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
$m$	86
$α$	0.6608	13.06
$β$	0.1895	11.38
$γ$	-0.1303	-1.58
$λ_{1}$	0.4399	1.68
$λ_{2}$	0.2781	3.25
$λ_{3}$	0.7059	6.81

V-Lab

ITS Group SAS MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ITS Group SAS Analyses