CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.2113	24.77
$β$	0.5513	30.71
$γ$	-0.0059	-0.39
$λ_{1}$	0.5858	1.19
$λ_{2}$	0.6779	1.26
$λ_{3}$	0.0000	0.00

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TERREÏS MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TERREÏS Analyses