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
$m$	91
$α$	0.1601	17.96
$β$	0.5847	21.97
$γ$	-0.0823	-6.44
$λ_{1}$	2.5851	0.38
$λ_{2}$	0.7105	0.38
$λ_{3}$	0.0496	0.02

V-Lab

NHOA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NHOA Analyses