CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5568	3.46
$α$	0.0916	3.92
$β$	0.8744	22.70
$γ_{1}$	0.4078	0.19
$γ_{2}$	2.5666	0.69
$γ_{3}$	-6.5139	-2.17
$γ_{4}$	5.9843	1.92
$γ_{5}$	-3.9312	-0.99
$γ_{6}$	-0.4268	-0.12
$γ_{7}$	4.2643	2.05

V-Lab

Industrial & Financial Systems Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Industrial & Financial Systems Analyses