CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	41
$α$	0.4266	7.69
$β$	0.0017	0.22
$γ$	0.4447	3.76
$λ_{1}$	4.7996	0.37
$λ_{2}$	0.3794	0.48
$λ_{3}$	0.5271	0.47

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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