CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	26
$α$	0.0000	0.00
$β$	0.8087	129.97
$γ$	0.1920	22.78
$λ_{1}$	0.0127	4.42
$λ_{2}$	0.0662	5.16
$λ_{3}$	0.9278	70.42

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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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