CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.1208	6.41
$α$	0.2924	5.76
$β$	0.4502	7.07
$γ_{1}$	0.1665	2.16
$γ_{2}$	-0.3529	-3.09
$γ_{3}$	0.3548	5.16
$γ_{4}$	-0.2836	-3.46
$γ_{5}$	0.2780	2.74
$γ_{6}$	-0.4016	-3.73
$γ_{7}$	0.7971	3.42

V-Lab

ITS Group SAS Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ITS Group SAS Analyses