CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0206	205,990.00
$γ$	-0.0412	-411,770.00
$λ_{1}$	0.0671	4.87
$λ_{2}$	0.9176	22.55
$λ_{3}$	0.0000	0.00

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S&P/NZX All Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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