CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6649	5.17
$α$	0.1480	4.72
$β$	0.6096	8.54
$γ_{1}$	0.0902	1.52
$γ_{2}$	-0.1352	-1.55
$γ_{3}$	0.0804	1.24
$γ_{4}$	-0.0410	-0.73

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A3 Allmanna IT-och Telekomakti Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other A3 Allmanna IT-och Telekomakti Analyses