CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5193	11.12
$α$	0.1178	13.85
$β$	0.7747	70.73
$γ$	0.1233	4.85
$δ$	2.0005	16.30

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Digital Magics Spa APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Digital Magics Spa Analyses