CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8209	5.68
$α$	0.1497	10.16
$β$	0.8021	48.81
$γ_{1}$	0.0983	3.85
$γ_{2}$	-0.2030	-5.69
$γ_{3}$	0.1913	8.25
$γ_{4}$	-0.1209	-5.20
$γ_{5}$	0.0140	0.56
$γ_{6}$	0.0488	1.86
$γ_{7}$	-0.0428	-0.88

V-Lab

PSI 20 Portuguese Stock Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other PSI 20 Portuguese Stock Index Analyses