CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.8073	130.96
$γ$	0.1934	23.15
$λ_{1}$	0.0154	3.70
$λ_{2}$	0.0949	4.00
$λ_{3}$	0.8982	36.47

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FTSE MIB Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other FTSE MIB Index Analyses