CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4535	19.10***
α ARCH Response to squared shocks	0.2222	25.82***
β GARCH Volatility persistence	0.7894	143.53***
γ leverage Additional response to negative shocks	-0.0531	-4.40***

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Sivers Semiconductors Ab Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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