CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	66
$α$	0.0000	0.00
$β$	0.8637	256.21
$γ$	0.1648	43.36
$λ_{1}$	0.0085	4.08
$λ_{2}$	0.0317	3.77
$λ_{3}$	0.9628	96.98

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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