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
$m$	41
$α$	0.1524	10.96
$β$	0.5566	23.57
$γ$	0.1432	6.97
$λ_{1}$	0.8854	0.91
$λ_{2}$	0.1021	1.26
$λ_{3}$	0.8655	7.52

V-Lab

Quantafuel Asa MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Quantafuel Asa Analyses