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
$m$	36
$α$	0.1366	15.26
$β$	0.6700	50.52
$γ$	0.1087	8.16
$λ_{1}$	0.1904	1.37
$λ_{2}$	0.8861	1.43
$λ_{3}$	0.1139	0.18

V-Lab

IVS Group S.A. MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IVS Group S.A. Analyses