CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	26
$α$	0.1914	27.98
$β$	0.5317	43.87
$γ$	0.0302	2.81
$λ_{1}$	0.0464	2.85
$λ_{2}$	0.0206	4.45
$λ_{3}$	0.9679	125.39

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VIEL & Cie SA MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other VIEL & Cie SA Analyses