CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	66
$α$	0.0073	2.75
$β$	0.8644	307.96
$γ$	0.1515	33.58
$λ_{1}$	0.0242	3.95
$λ_{2}$	0.1107	3.69
$λ_{3}$	0.8754	26.10

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OMX Stockholm 30 Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other OMX Stockholm 30 Index Analyses