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
$m$	126
$α$	0.0348	15.96
$β$	0.9224	325.00
$γ$	0.0814	18.00
$λ_{1}$	10.0000	0.50
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.7425	1.38

V-Lab

Sqli SA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sqli SA Analyses