CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	21
$α$	0.0564	17.08
$β$	0.6864	79.41
$γ$	0.1971	29.11
$λ_{1}$	0.0070	3.50
$λ_{2}$	0.0521	7.81
$λ_{3}$	0.9428	133.08

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PSI 20 Portuguese Stock Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other PSI 20 Portuguese Stock Index Analyses