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	param	t-stat
$m$	81
$α$	0.2509	22.22
$β$	0.6858	44.22
$γ$	-0.1679	-11.84
$λ_{1}$	5.6897	0.88
$λ_{2}$	0.2502	0.94
$λ_{3}$	0.6899	2.02

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