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
$m$	46
$α$	0.2314	12.37
$β$	0.2517	9.19
$γ$	-0.0859	-3.58
$λ_{1}$	0.0130	0.24
$λ_{2}$	0.0056	0.55
$λ_{3}$	0.9925	64.60

V-Lab

NetEnt AB MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NetEnt AB Analyses