CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8334	5.53
$α$	0.1137	9.36
$β$	0.8287	46.13
$γ_{1}$	-0.1679	-2.72
$γ_{2}$	0.2849	3.07
$γ_{3}$	-0.1565	-2.80
$γ_{4}$	0.0265	0.54
$γ_{5}$	0.0859	1.45
$γ_{6}$	-0.1993	-2.74
$γ_{7}$	0.1934	3.45
$γ_{8}$	-0.0488	-1.28
$γ_{9}$	-0.0451	-0.95
$γ_{10}$	0.0073	0.11

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Oslo Stock Exchange All Share Index Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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