CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.9277	18.26
$β$	0.3214	20.87
$γ$	-0.5000	-6.57
$λ_{1}$	10.0000	6.70
$λ_{2}$	0.1938	2.96
$λ_{3}$	0.7776	9.38

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Majorel Group Luxembourg Sa MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Majorel Group Luxembourg Sa Analyses