CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	66
$α$	0.1983	21.35
$β$	0.6365	56.87
$γ$	0.0073	0.53
$λ_{1}$	0.2850	1.38
$λ_{2}$	0.0169	1.69
$λ_{3}$	0.9555	33.82

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Coil MF2-GARCH Volatility Analysis

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