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
$α$	0.1580	29.89
$β$	0.7129	84.32
$γ$	0.0424	5.27
$λ_{1}$	0.0086	4.07
$λ_{2}$	0.0196	8.94
$λ_{3}$	0.9793	365.40

V-Lab

Picanol MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Picanol Analyses