CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.4027	18.37
$β$	0.0762	3.25
$γ$	-0.0281	-0.81
$λ_{1}$	1.0413	0.72
$λ_{2}$	0.1751	0.76
$λ_{3}$	0.6974	1.71

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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