CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7383	7.35
$α$	0.0710	5.12
$β$	0.8551	29.05
$γ_{1}$	-0.0400	-2.63
$γ_{2}$	0.0902	3.86
$γ_{3}$	-0.0806	-4.17
$γ_{4}$	0.0324	2.12

V-Lab

SES SA Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SES SA Analyses