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
$m$	66
$α$	0.0000	0.01
$β$	0.9443	81.59
$γ$	0.1106	4.25
$λ_{1}$	10.0000	0.95
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9749	26.04

V-Lab

Penneo Aps MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Penneo Aps Analyses