CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.0449	20.70
$β$	0.8635	136.05
$γ$	0.0609	14.98
$λ_{1}$	0.0116	5.19
$λ_{2}$	0.0401	4.19
$λ_{3}$	0.9541	89.93

V-Lab

Shell PLC MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shell PLC Analyses