CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2220	17.18
$α$	0.2338	19.02
$β$	0.8678	104.76
$γ$	-0.0298	-2.19

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Digital Magics Spa EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Digital Magics Spa Analyses