CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	86
$α$	0.0445	16.77
$β$	0.8141	199.62
$γ$	0.1338	30.63
$λ_{1}$	0.1112	0.77
$λ_{2}$	0.8967	0.74
$λ_{3}$	0.0000	0.00

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Straits Times Index STI MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Straits Times Index STI Analyses