CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6177	6.50
$α$	0.1417	7.48
$β$	0.7692	28.02
$γ_{1}$	-0.1342	-3.05
$γ_{2}$	0.0877	1.31
$γ_{3}$	0.0912	2.12
$γ_{4}$	-0.0548	-1.56
$γ_{5}$	0.0301	1.24

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