CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	66
$α$	0.0075	2.81
$β$	0.8636	306.24
$γ$	0.1517	33.46
$λ_{1}$	0.0246	3.91
$λ_{2}$	0.1129	3.67
$λ_{3}$	0.8729	25.32

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OMX Stockholm 30 Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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