CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	71
$α$	0.0590	7.51
$β$	0.7616	25.75
$γ$	0.1784	6.50
$λ_{1}$	4.5317	0.56
$λ_{2}$	0.6554	0.49
$λ_{3}$	0.0000	0.00

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Stentys MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Stentys Analyses