CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7847	10.16
$α$	0.1141	6.59
$β$	0.7770	25.42
$γ_{1}$	0.0095	1.39
$γ_{2}$	-0.0128	-1.27
$γ_{3}$	0.0006	0.11

V-Lab

AEX Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other AEX Volatility Index Analyses