CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	4.5213	2.58
$α$	0.1035	4.61
$β$	0.8518	25.93
$γ_{1}$	10.4637	5.57
$γ_{2}$	-13.8002	-3.78
$γ_{3}$	4.9225	1.55
$γ_{4}$	-2.8534	-1.35
$γ_{5}$	1.8936	1.36
$γ_{6}$	-2.6387	-2.09
$γ_{7}$	3.6415	4.55

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Tier 1 Technology S A Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tier 1 Technology S A Analyses