CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	126
$α$	0.0311	9.89
$β$	0.8818	452.44
$γ$	0.1253	31.45
$λ_{1}$	1.7990	0.02
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0001	0.00

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IBEX 35 Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other IBEX 35 Index Analyses