CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	51
$α$	0.0013	0.48
$β$	0.8110	180.01
$γ$	0.1818	41.83
$λ_{1}$	0.0552	2.03
$λ_{2}$	0.1974	2.01
$λ_{3}$	0.7673	6.58

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Oslo Stock Exchange OBX Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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