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
$α$	0.0672	16.69
$β$	0.8393	137.54
$γ$	0.0970	11.23
$λ_{1}$	0.0403	3.98
$λ_{2}$	0.0336	5.54
$λ_{3}$	0.9640	147.36

V-Lab

Trention AB MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trention AB Analyses