CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	46
$α$	0.1207	15.08
$β$	0.4723	16.43
$γ$	0.0907	8.14
$λ_{1}$	1.3520	0.29
$λ_{2}$	0.6373	0.30
$λ_{3}$	0.0000	0.00

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Servizi Italia S.p.A. MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Servizi Italia S.p.A. Analyses