CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	66
$α$	0.0000	0.00
$β$	0.8636	255.05
$γ$	0.1649	43.21
$λ_{1}$	0.0084	4.08
$λ_{2}$	0.0315	3.78
$λ_{3}$	0.9630	97.96

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CAC 40 Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CAC 40 Index Analyses