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	param	t-stat
$m$	81
$α$	0.2505	22.13
$β$	0.6862	43.44
$γ$	-0.1664	-11.87
$λ_{1}$	5.1900	0.98
$λ_{2}$	0.2273	1.07
$λ_{3}$	0.7183	2.61

V-Lab

CBOE EFA ETF Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE EFA ETF Volatility Index Analyses