CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1102	3.80***
α ARCH Response to squared shocks	0.1743	1.83*
β GARCH Volatility persistence	0.4969	1.92*

V-Lab

Kaleon SpA Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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