CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8023	5.46
$α$	0.1497	10.19
$β$	0.8034	49.66
$γ_{1}$	0.0929	3.57
$γ_{2}$	-0.1948	-5.37
$γ_{3}$	0.1864	7.97
$γ_{4}$	-0.1173	-5.03
$γ_{5}$	0.0121	0.50
$γ_{6}$	0.0473	2.03
$γ_{7}$	-0.0345	-2.08

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