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
$ω$	0.5318	3.13
$α$	0.2497	5.14
$β$	0.6539	14.26
$γ_{1}$	-0.5291	-2.47
$γ_{2}$	0.5503	1.60
$γ_{3}$	0.2555	0.89
$γ_{4}$	-0.5126	-1.72
$γ_{5}$	0.2150	0.70
$γ_{6}$	0.1714	0.60
$γ_{7}$	-0.3032	-1.12
$γ_{8}$	-0.7366	-2.40

V-Lab

Epsilon Net Sa Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Epsilon Net Sa Analyses