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
$α$	0.2395	20.79
$β$	0.5137	33.93
$γ$	-0.0661	-4.22
$λ_{1}$	0.0150	4.85
$λ_{2}$	1.0000	24.12
$λ_{3}$	0.0000	0.01

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Openjobmetis S.p.A. MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Openjobmetis S.p.A. Analyses