CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.4675	4.89
$α$	0.0000	0.00
$β$	0.4843	0.38
$γ_{1}$	2.7659	3.65
$γ_{2}$	-4.6152	-3.72
$γ_{3}$	2.9873	2.29
$γ_{4}$	-1.2842	-0.87
$γ_{5}$	0.0358	0.03
$γ_{6}$	0.0740	0.12

V-Lab

Christian Dior SE Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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