CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.5095	8.24
$α$	0.1064	9.07
$β$	0.8701	74.19
$γ_{1}$	0.0316	6.33
$γ_{2}$	-0.0478	-6.26
$γ_{3}$	0.0216	5.04

V-Lab

FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other FTSE MIB Index Analyses