CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8084	5.55
$α$	0.1496	10.14
$β$	0.8029	49.28
$γ_{1}$	0.0954	3.68
$γ_{2}$	-0.1985	-5.48
$γ_{3}$	0.1876	7.99
$γ_{4}$	-0.1160	-4.93
$γ_{5}$	0.0093	0.38
$γ_{6}$	0.0496	2.14
$γ_{7}$	-0.0355	-2.15

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