CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5311	7.32***
α ARCH Response to squared shocks	0.1631	8.50***
β GARCH Volatility persistence	0.6546	15.30***

γ₁	-0.1659	-3.74***
γ₂	0.3100	4.75***
γ₃	-0.2100	-5.30***
γ₄	0.1064	2.97***
γ₅	-0.0501	-1.44
γ₆	-0.0187	-0.53
γ₇	0.0900	2.29**
γ₈	-0.0969	-2.10**
γ₉	0.0329	0.69
γ₁₀	0.0007	0.02

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Finnair OYJ Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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