CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8071	5.54
$α$	0.1499	10.16
$β$	0.8024	49.28
$γ_{1}$	0.0946	3.66
$γ_{2}$	-0.1972	-5.46
$γ_{3}$	0.1872	8.01
$γ_{4}$	-0.1168	-5.00
$γ_{5}$	0.0109	0.45
$γ_{6}$	0.0483	2.08
$γ_{7}$	-0.0348	-2.12

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