CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7821	6.79
$α$	0.1325	7.95
$β$	0.7767	26.57
$γ_{1}$	0.0882	2.33
$γ_{2}$	-0.0998	-1.75
$γ_{3}$	-0.0377	-0.93
$γ_{4}$	0.0876	2.28
$γ_{5}$	-0.0088	-0.23
$γ_{6}$	-0.0771	-2.32
$γ_{7}$	0.0574	2.58

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Banca Popolare di Milano Scarl Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Banca Popolare di Milano Scarl Analyses