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
$m$	96
$α$	0.2836	12.90
$β$	0.2687	8.94
$γ$	-0.1555	-3.77
$λ_{1}$	0.0039	0.03
$λ_{2}$	0.0050	0.42
$λ_{3}$	0.9950	31.44

V-Lab

Sportamore AB MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sportamore AB Analyses