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
$m$	46
$α$	0.3500	17.03
$β$	0.4689	33.11
$γ$	-0.0822	-2.57
$λ_{1}$	1.0993	1.50
$λ_{2}$	1.0000	14.35
$λ_{3}$	0.0000	0.00

V-Lab

Totalbanken A/S MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Totalbanken A/S Analyses