CBOE Emerging Market Markets Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4652	3.45
$α$	0.2285	5.41
$β$	0.6304	13.01
$γ_{1}$	-0.5370	-2.56
$γ_{2}$	0.5634	1.66
$γ_{3}$	0.2579	0.92
$γ_{4}$	-0.5281	-1.83
$γ_{5}$	0.2090	0.72
$γ_{6}$	0.2618	1.01
$γ_{7}$	-0.6216	-2.94
$γ_{8}$	0.6370	4.65

V-Lab

Epsilon Net Sa Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Epsilon Net Sa Analyses