CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.4527	4.91
$α$	0.0000	0.00
$β$	0.4888	0.39
$γ_{1}$	2.6366	3.67
$γ_{2}$	-4.4530	-3.84
$γ_{3}$	2.9987	2.45
$γ_{4}$	-1.3868	-0.98
$γ_{5}$	0.0816	0.07
$γ_{6}$	0.1154	0.19

V-Lab

Christian Dior SE Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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