CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	41
$α$	0.0480	9.67
$β$	0.8757	110.83
$γ$	0.0316	5.83
$λ_{1}$	0.0018	1.62
$λ_{2}$	0.0080	5.64
$λ_{3}$	0.9919	637.06

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SES SA MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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