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
$m$	21
$α$	0.0688	3.17
$β$	0.4357	2.71
$γ$	0.0542	3.08
$λ_{1}$	0.2850	0.14
$λ_{2}$	0.3653	0.22
$λ_{3}$	0.6303	0.33

V-Lab

Serneke Group Ab MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Serneke Group Ab Analyses