CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.5085	8.23
$α$	0.1064	9.07
$β$	0.8702	74.27
$γ_{1}$	0.0315	6.32
$γ_{2}$	-0.0476	-6.25
$γ_{3}$	0.0215	5.03

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