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
$α$	0.0949	14.62
$β$	0.7715	73.00
$γ$	0.0838	6.29
$λ_{1}$	0.0795	2.78
$λ_{2}$	0.0329	3.51
$λ_{3}$	0.9623	87.12

V-Lab

Probi AB MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Probi AB Analyses