CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.2065	24.88
$β$	0.6835	86.36
$γ$	0.0456	3.37
$λ_{1}$	1.5823	5.11
$λ_{2}$	0.8744	7.12
$λ_{3}$	0.0000	0.00

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TAS Tecnologia Avanzata dei Sistemi S.p.A. MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TAS Tecnologia Avanzata dei Sistemi S.p.A. Analyses