CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	91
$α$	0.2460	3.79
$β$	0.5307	13.53
$γ$	-0.1707	-2.91
$λ_{1}$	0.2882	0.28
$λ_{2}$	0.0335	0.94
$λ_{3}$	0.9569	24.39

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BEVEST ASA MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other BEVEST ASA Analyses