CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	21
$α$	0.3767	16.56
$β$	0.0670	2.22
$γ$	-0.0137	-0.37
$λ_{1}$	3.5826	0.47
$λ_{2}$	0.5167	0.46
$λ_{3}$	0.0200	0.01

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Bellini Nautica S P A MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bellini Nautica S P A Analyses