CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1325	1.95
$α$	0.1436	7.61
$β$	0.8488	32.45
$γ_{1}$	-3.6521	-1.11
$γ_{2}$	5.8237	1.37
$γ_{3}$	-4.0094	-1.87
$γ_{4}$	4.3231	2.15
$γ_{5}$	-5.5469	-1.85
$γ_{6}$	5.1537	1.37
$γ_{7}$	-3.5789	-1.11
$γ_{8}$	5.3500	1.61
$γ_{9}$	-10.4236	-3.21
$γ_{10}$	10.0310	5.90

V-Lab

EOS Imaging SAS Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EOS Imaging SAS Analyses