CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.0358	10.57
$β$	0.7203	92.45
$γ$	0.1852	28.89
$λ_{1}$	0.0090	4.26
$λ_{2}$	0.0790	5.28
$λ_{3}$	0.9107	54.68

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FTSE ST All-Share Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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