CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	26
$α$	0.7197	7,197,260.00
$β$	0.0303	302,740.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.7039	36.18
$λ_{2}$	0.3284	41.89
$λ_{3}$	0.0392	1.63

V-Lab

OMX Copenhagen Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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