CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9700	1.80
$α$	0.2206	2.60
$β$	0.6447	7.26
$γ_{1}$	7.8417	0.69
$γ_{2}$	-16.3320	-0.96
$γ_{3}$	8.9337	0.74
$γ_{4}$	3.4278	0.34
$γ_{5}$	-7.1456	-0.56
$γ_{6}$	10.1763	0.60
$γ_{7}$	-25.7299	-1.68
$γ_{8}$	47.3525	5.01
$γ_{9}$	-43.0157	-9.80

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Exclusive Networks Corporate SAS Zero Slope Spline-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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Other Exclusive Networks Corporate SAS Analyses