CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7962	10.34
$α$	0.1146	6.56
$β$	0.7730	24.93
$γ_{1}$	0.0126	1.78
$γ_{2}$	-0.0200	-1.78
$γ_{3}$	0.0146	1.15

V-Lab

AEX Volatility Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other AEX Volatility Index Analyses