CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	41
$α$	0.0536	10.62
$β$	0.8196	59.22
$γ$	0.0409	4.63
$λ_{1}$	0.0162	1.05
$λ_{2}$	0.0172	1.97
$λ_{3}$	0.9788	81.31

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ABN AMRO Group NV MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ABN AMRO Group NV Analyses