CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	41
$α$	0.4256	7.70
$β$	0.0020	0.26
$γ$	0.4503	3.82
$λ_{1}$	4.8675	0.37
$λ_{2}$	0.3805	0.48
$λ_{3}$	0.5231	0.46

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2Crsi S.A. MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other 2Crsi S.A. Analyses