CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7148	3.44
$α$	0.1263	8.07
$β$	0.7899	27.74
$γ_{1}$	-0.4596	-3.13
$γ_{2}$	0.5710	2.68
$γ_{3}$	-0.0967	-0.75
$γ_{4}$	-0.0280	-0.23
$γ_{5}$	0.0228	0.16
$γ_{6}$	-0.0074	-0.05
$γ_{7}$	0.0064	0.05
$γ_{8}$	0.1518	1.00

V-Lab

Naturex Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Naturex Analyses