CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.8084	133.08
$γ$	0.1927	23.25
$λ_{1}$	0.0153	3.76
$λ_{2}$	0.0931	4.06
$λ_{3}$	0.8998	37.68

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FTSE MIB Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other FTSE MIB Index Analyses