CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3810	2.95
$α$	0.2270	3.68
$β$	0.6864	16.93
$γ_{1}$	0.4713	0.32
$γ_{2}$	-0.7335	-0.32
$γ_{3}$	0.4616	0.23
$γ_{4}$	-0.6192	-0.27
$γ_{5}$	1.0150	0.46
$γ_{6}$	-2.8082	-1.83
$γ_{7}$	4.0597	4.79

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Digital360 Spa Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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