CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	31
$α$	0.4620	8.66
$β$	0.3451	6.73
$γ$	-0.3405	-4.90
$λ_{1}$	1.4418	0.60
$λ_{2}$	0.0474	0.52
$λ_{3}$	0.9080	6.35

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Strategic Partners A/S MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Strategic Partners A/S Analyses