CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8078	3.85
$α$	0.2502	6.11
$β$	0.4790	8.54
$γ_{1}$	0.2479	0.70
$γ_{2}$	-0.3427	-0.67
$γ_{3}$	-0.1568	-0.48
$γ_{4}$	0.7156	2.45
$γ_{5}$	-0.9411	-3.69
$γ_{6}$	0.8204	3.98
$γ_{7}$	-0.5073	-1.92
$γ_{8}$	0.2659	0.88
$γ_{9}$	0.2891	1.05
$γ_{10}$	-2.9496	-7.84

V-Lab

Akka Technologies Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Akka Technologies Analyses