CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9048	6.33
$α$	0.0683	8.97
$β$	0.9095	93.92
$γ_{1}$	0.0544	4.00
$γ_{2}$	-0.0977	-5.02
$γ_{3}$	0.0635	4.53
$γ_{4}$	-0.0256	-1.62
$γ_{5}$	0.0343	1.55

V-Lab

Shell PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shell PLC Analyses