CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	116
$α$	0.1817	36.12
$β$	0.7893	110.99
$γ$	-0.1569	-21.46
$λ_{1}$	0.0095	0.84
$λ_{2}$	0.0056	5.47
$λ_{3}$	0.9944	815.06

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AEX Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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