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
$m$	21
$α$	0.3359	14.43
$β$	0.5291	23.20
$γ$	0.0236	0.79
$λ_{1}$	0.4299	3.10
$λ_{2}$	0.0926	4.10
$λ_{3}$	0.9042	35.87

V-Lab

Oscar Properties Holding AB MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Oscar Properties Holding AB Analyses