CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	126
$α$	0.0223	6.72
$β$	0.8564	328.00
$γ$	0.1561	35.68
$λ_{1}$	0.0095	6.38
$λ_{2}$	0.0197	4.34
$λ_{3}$	0.9714	160.98

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BEL 20 Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other BEL 20 Index Analyses