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	param	t-stat
$m$	81
$α$	0.2499	22.22
$β$	0.6875	44.07
$γ$	-0.1672	-11.94
$λ_{1}$	5.4517	0.92
$λ_{2}$	0.2389	1.00
$λ_{3}$	0.7039	2.28

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