CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	6.3222	2.27
$α$	0.1139	3.62
$β$	0.6933	4.95
$γ_{1}$	11.9518	8.88
$γ_{2}$	-15.3710	-5.73
$γ_{3}$	5.0709	2.17
$γ_{4}$	-2.7233	-1.83
$γ_{5}$	0.5394	0.59
$γ_{6}$	1.9462	2.47
$γ_{7}$	-7.9032	-7.24

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Tier 1 Technology S A Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tier 1 Technology S A Analyses