CBOE EFA ETF Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2220	18.95***
α ARCH Response to squared shocks	0.0709	22.77***
β GARCH Volatility persistence	0.8819	265.47***
γ leverage Additional response to negative shocks	0.0575	9.57***

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Nordic Semiconductor Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

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