CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	111
$α$	0.0242	7.21
$β$	0.8633	361.21
$γ$	0.1379	32.70
$λ_{1}$	0.0082	7.90
$λ_{2}$	0.0143	5.35
$λ_{3}$	0.9806	296.07

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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