CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9033	1.78*
α ARCH Response to squared shocks	0.1594	1.98**
β GARCH Volatility persistence	0.3078	1.05

γ₁	-21.4043	-1.03
γ₂	62.4617	2.24**
γ₃	-69.8782	-5.21***
γ₄	34.1914	3.93***

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Avanza Bank Holding AB Zero Slope Spline-GARCH Volatility Analysis

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