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
$α$	0.0944	18.12
$β$	0.8678	143.44
$γ$	0.0473	6.28
$λ_{1}$	7.7984	0.13
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.3040	0.06

V-Lab

Groupe Open MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Groupe Open Analyses