CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	111
$α$	0.0673	9.66
$β$	0.7680	51.42
$γ$	0.0518	5.36
$λ_{1}$	0.0636	0.87
$λ_{2}$	0.0148	1.74
$λ_{3}$	0.9790	65.18

V-Lab

Nordic Semiconductor MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nordic Semiconductor Analyses