CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.7876	7,876,140.00
$β$	0.4624	4,623,860.00
$γ$	-0.5000	-5,000,000.00
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.0000	100.00

V-Lab

Technicolor Creative Studios MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Technicolor Creative Studios Analyses