CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1003	4.52
$α$	0.2141	9.85
$β$	0.5829	15.66
$γ_{1}$	-0.0677	-1.49
$γ_{2}$	0.1425	2.18
$γ_{3}$	-0.1504	-3.70
$γ_{4}$	0.1368	4.10
$γ_{5}$	-0.0980	-3.30
$γ_{6}$	0.0625	2.08
$γ_{7}$	-0.0690	-2.42
$γ_{8}$	0.0905	3.25
$γ_{9}$	-0.0634	-2.88

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VIEL & Cie SA Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other VIEL & Cie SA Analyses