DAX Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0431	2.15
$α$	0.0100	0.00
$β$	0.9820	113.33
$γ$	1.0000	0.00
$δ$	1.7232	8.18

V-Lab

Meltwater N V APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Meltwater N V Analyses