CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	51
$α$	0.1743	15.27
$β$	0.6060	14.96
$γ$	-0.0579	-3.38
$λ_{1}$	0.0342	0.61
$λ_{2}$	0.3117	0.87
$λ_{3}$	0.6883	1.85

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Nordfyns Bank AB MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nordfyns Bank AB Analyses