CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6292	2.44
$α$	0.2828	1.72
$β$	0.4686	3.46
$γ_{1}$	0.1445	0.22
$γ_{2}$	-0.9084	-0.97
$γ_{3}$	1.8000	2.49
$γ_{4}$	-1.4068	-2.06
$γ_{5}$	0.6137	1.05
$γ_{6}$	-0.8973	-1.82
$γ_{7}$	1.6125	2.50
$γ_{8}$	-2.6149	-3.05
$γ_{9}$	2.7608	3.89

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Applus Services SA Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Applus Services SA Analyses