CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6120	6.51
$α$	0.1534	7.36
$β$	0.7517	25.59
$γ_{1}$	-0.1415	-3.25
$γ_{2}$	0.1016	1.53
$γ_{3}$	0.0732	1.69
$γ_{4}$	-0.0174	-0.43
$γ_{5}$	-0.0720	-1.01

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