CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	41
$α$	0.0507	10.23
$β$	0.8731	110.43
$γ$	0.0298	5.56
$λ_{1}$	0.0016	1.53
$λ_{2}$	0.0081	5.79
$λ_{3}$	0.9918	643.63

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SES SA MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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