CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	32.2444	5.71***
α ARCH Response to squared shocks	0.2228	34.83***
β GARCH Volatility persistence	0.9830	349.69***
ν DF Student-t tail thickness	3.4729	21.50***

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Avanza Bank Holding AB GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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