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
$m$	21
$α$	0.1853	12.44
$β$	0.2677	8.89
$γ$	0.1155	4.15
$λ_{1}$	2.2546	0.64
$λ_{2}$	0.4372	1.12
$λ_{3}$	0.3705	0.59

V-Lab

Q-Free AS MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Q-Free AS Analyses