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
$m$	76
$α$	0.1628	16.62
$β$	0.7752	70.19
$γ$	0.0514	3.43
$λ_{1}$	0.1741	5.17
$λ_{2}$	0.0209	5.13
$λ_{3}$	0.9753	193.43

V-Lab

Rizzo Group AB MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rizzo Group AB Analyses