CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0143	5.84
$α$	0.1248	4.11
$β$	0.5948	7.90
$γ_{1}$	-0.4228	-2.72
$γ_{2}$	0.6795	2.78
$γ_{3}$	-0.3231	-2.07
$γ_{4}$	-0.0314	-0.30
$γ_{5}$	0.2260	2.54
$γ_{6}$	-0.1701	-1.51
$γ_{7}$	0.0651	0.44
$γ_{8}$	0.0096	0.07
$γ_{9}$	-0.1139	-1.13
$γ_{10}$	0.1114	1.61

V-Lab

Nordic Semiconductor Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nordic Semiconductor Analyses