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
$α$	0.1887	20.25
$β$	0.4133	17.55
$γ$	-0.0028	-0.18
$λ_{1}$	0.2459	1.27
$λ_{2}$	0.1152	1.91
$λ_{3}$	0.8630	12.53

V-Lab

CS Group SA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CS Group SA Analyses