CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	66
$α$	0.0000	0.00
$β$	0.8638	256.09
$γ$	0.1646	43.34
$λ_{1}$	0.0084	4.11
$λ_{2}$	0.0313	3.81
$λ_{3}$	0.9632	99.25

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CAC 40 Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CAC 40 Index Analyses