CBOE EFA ETF Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1570	10.05***
α ARCH Response to squared shocks	0.0774	22.98***
β GARCH Volatility persistence	0.9096	268.01***

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Investeringsselskabet af 3. november 2025 A/S MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Investeringsselskabet af 3. november 2025 A/S Analyses