CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3488	5.68
$α$	0.0383	0.50
$β$	0.4907	6.27
$γ$	-0.6282	-0.76
$δ$	3.0000	3.34

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Kaleon SpA APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kaleon SpA Analyses