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
$ω$	0.0265	5.24
$α$	0.0456	3.52
$β$	0.9718	320.61
$γ$	-0.0347	-2.04

V-Lab

Fonciere Massena GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fonciere Massena Analyses