CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0744	4.45
$α$	0.2131	9.89
$β$	0.5913	16.22
$γ_{1}$	-0.0729	-1.57
$γ_{2}$	0.1494	2.24
$γ_{3}$	-0.1532	-3.69
$γ_{4}$	0.1384	4.08
$γ_{5}$	-0.0987	-3.27
$γ_{6}$	0.0630	2.06
$γ_{7}$	-0.0696	-2.39
$γ_{8}$	0.0903	3.15
$γ_{9}$	-0.0626	-2.73

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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