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	0.5009	4.95***
α ARCH Response to squared shocks	0.0725	3.91***
β GARCH Volatility persistence	0.8130	15.16***

γ₁	0.0660	0.12
γ₂	-0.6134	-0.60
γ₃	0.5913	0.57
γ₄	0.0857	0.10
γ₅	0.2447	0.42
γ₆	-0.4795	-0.74
γ₇	-0.5198	-0.61
γ₈	1.5755	1.78*
γ₉	-1.9847	-1.95*
γ₁₀	3.3654	3.39***

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Sivers Semiconductors Ab Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sivers Semiconductors Ab Analyses