CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.5076	8.25
$α$	0.1062	9.06
$β$	0.8704	74.29
$γ_{1}$	0.0314	6.34
$γ_{2}$	-0.0476	-6.28
$γ_{3}$	0.0216	5.07

V-Lab

FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other FTSE MIB Index Analyses