CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8131	5.57
$α$	0.1497	10.19
$β$	0.8031	49.63
$γ_{1}$	0.0940	3.66
$γ_{2}$	-0.1957	-5.44
$γ_{3}$	0.1862	8.02
$γ_{4}$	-0.1180	-5.11
$γ_{5}$	0.0137	0.56
$γ_{6}$	0.0460	1.96
$γ_{7}$	-0.0341	-2.05

V-Lab

PSI 20 Portuguese Stock Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other PSI 20 Portuguese Stock Index Analyses