CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	26
$α$	0.7171	7,171,360.00
$β$	0.0329	328,640.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.1188	8.41
$λ_{2}$	0.7161	14.08
$λ_{3}$	0.0554	0.76

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S&P/NZX 50 Total Return Index MF2-GARCH Volatility Analysis

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