CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.2150	2.81
$α$	0.3085	3.31
$β$	0.3473	2.61
$γ_{1}$	-0.8886	-1.44
$γ_{2}$	1.3553	1.60
$γ_{3}$	-1.0472	-2.68
$γ_{4}$	0.8278	2.44
$γ_{5}$	-0.2654	-1.11

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Strategic Partners A/S Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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