CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9231	3.13
$α$	0.3050	3.44
$β$	0.0000	0.00
$γ_{1}$	16.6149	1.44
$γ_{2}$	-26.0440	-1.58
$γ_{3}$	18.0991	1.33
$γ_{4}$	-18.4234	-1.11
$γ_{5}$	8.4781	0.63
$γ_{6}$	18.2531	2.04
$γ_{7}$	-38.2229	-3.63
$γ_{8}$	49.7631	3.77
$γ_{9}$	-56.3697	-4.07
$γ_{10}$	37.4133	3.97

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Defence Tech Holding Societa Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Defence Tech Holding Societa Analyses