CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	41
$α$	0.1295	9.53
$β$	0.6776	26.00
$γ$	0.0595	6.30
$λ_{1}$	1.2760	0.89
$λ_{2}$	0.8414	0.85
$λ_{3}$	0.0000	0.00

V-Lab

Lab GPO SAS MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lab GPO SAS Analyses