CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.8076	130.72
$γ$	0.1931	22.97
$λ_{1}$	0.0155	3.69
$λ_{2}$	0.0952	3.97
$λ_{3}$	0.8978	36.10

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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