CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	21
$α$	0.2111	23.64
$β$	0.4942	24.96
$γ$	-0.0369	-3.31
$λ_{1}$	0.0283	1.86
$λ_{2}$	0.0214	2.82
$λ_{3}$	0.9743	102.93

V-Lab

Finnair OYJ MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Finnair OYJ Analyses