CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	26
$α$	0.0000	0.00
$β$	0.8084	130.62
$γ$	0.1929	22.68
$λ_{1}$	0.0125	4.44
$λ_{2}$	0.0655	5.21
$λ_{3}$	0.9285	71.94

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FTSE World Italy Large Cap Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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