CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	96
$α$	0.1847	12.19
$β$	0.6584	33.56
$γ$	0.0165	1.15
$λ_{1}$	0.1122	3.90
$λ_{2}$	1.0000	23.75
$λ_{3}$	0.0000	0.00

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Applus Services SA MF2-GARCH Volatility Analysis

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