CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.5217	8.19
$α$	0.1065	9.03
$β$	0.8703	74.13
$γ_{1}$	0.0328	5.83
$γ_{2}$	-0.0499	-5.30
$γ_{3}$	0.0244	2.50

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FTSE MIB Index Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other FTSE MIB Index Analyses