CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0781	6.93
$α$	0.1579	43.46
$β$	0.8421	277.38
$γ$	0.2753	2.75

V-Lab

Tier 1 Technology S A AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tier 1 Technology S A Analyses