CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5462	3.22
$α$	0.0729	2.60
$β$	0.8590	13.16
$γ_{1}$	1.5650	0.95
$γ_{2}$	1.0740	0.39
$γ_{3}$	-6.2110	-2.82
$γ_{4}$	6.3939	2.67
$γ_{5}$	-5.6363	-1.78
$γ_{6}$	4.9636	1.45
$γ_{7}$	-8.9542	-2.20

V-Lab

Industrial & Financial Systems Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Industrial & Financial Systems Analyses