CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	46
$α$	0.0254	7.28
$β$	0.8013	63.42
$γ$	0.0976	16.02
$λ_{1}$	1.2035	2.15
$λ_{2}$	0.8330	18.36
$λ_{3}$	0.0000	0.00

V-Lab

VNV Global Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VNV Global Ltd Analyses