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	0.8444	15.79***
α ARCH Response to squared shocks	0.1841	21.25***
β GARCH Volatility persistence	0.7386	80.64***
γ leverage Additional response to negative shocks	0.2728	2.28**

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Investeringsselskabet af 3. november 2025 A/S Analyses