CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.5114	8.21
$α$	0.1066	9.07
$β$	0.8702	74.29
$γ_{1}$	0.0317	6.29
$γ_{2}$	-0.0479	-6.21
$γ_{3}$	0.0216	4.99

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