CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1813	3.58
$α$	0.2099	3.12
$β$	0.6532	12.62
$γ_{1}$	0.0812	0.19
$γ_{2}$	-0.1648	-0.26
$γ_{3}$	0.1013	0.25
$γ_{4}$	-1.4171	-2.72

V-Lab

Digital360 Spa Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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