CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.3982	2.45
$α$	0.3202	4.31
$β$	0.4415	5.33
$γ_{1}$	7.1363	1.73
$γ_{2}$	-9.4491	-1.48
$γ_{3}$	6.7577	1.00
$γ_{4}$	-13.6279	-1.81
$γ_{5}$	16.1029	2.56
$γ_{6}$	-7.4949	-1.76
$γ_{7}$	-2.8570	-0.82
$γ_{8}$	6.6188	2.09
$γ_{9}$	-4.0021	-1.83

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Havila Kystruten As Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Havila Kystruten As Analyses