CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	121
$α$	0.1377	31.92
$β$	0.8069	101.12
$γ$	-0.0833	-10.23
$λ_{1}$	0.0106	0.79
$λ_{2}$	0.0059	4.93
$λ_{3}$	0.9941	741.33

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CAC40 Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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