CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	66
$α$	0.0073	2.75
$β$	0.8647	308.47
$γ$	0.1514	33.55
$λ_{1}$	0.0239	3.99
$λ_{2}$	0.1093	3.72
$λ_{3}$	0.8769	26.68

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OMX Stockholm 30 Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other OMX Stockholm 30 Index Analyses