CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5526	3.06
$α$	0.2233	4.94
$β$	0.6597	12.53
$γ_{1}$	-1.3879	-2.27
$γ_{2}$	1.8263	2.12
$γ_{3}$	-0.5453	-1.12
$γ_{4}$	0.1583	0.30
$γ_{5}$	-0.1360	-0.26
$γ_{6}$	0.2110	0.43
$γ_{7}$	-0.3535	-0.78
$γ_{8}$	0.3883	1.34

V-Lab

Molecular Medicine SPA Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Molecular Medicine SPA Analyses