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
$m$	126
$α$	0.0915	15.51
$β$	0.6038	31.96
$γ$	0.1609	11.40
$λ_{1}$	0.3709	0.33
$λ_{2}$	0.0850	0.33
$λ_{3}$	0.8352	1.67

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Tod's SpA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tod's SpA Analyses