CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2183	2.25
$α$	0.1453	4.55
$β$	0.8545	26.64
$γ_{1}$	-0.5837	-0.88
$γ_{2}$	0.5621	0.63
$γ_{3}$	0.1567	0.27
$γ_{4}$	-0.2728	-0.58
$γ_{5}$	0.1582	0.48
$γ_{6}$	0.0179	0.04
$γ_{7}$	0.1664	0.24
$γ_{8}$	-3.3541	-1.52
$γ_{9}$	9.2833	1.63
$γ_{10}$	-9.3317	-1.65

V-Lab

First Atlantic Real Estate Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Atlantic Real Estate Analyses