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	0.4474	8.91***
α ARCH Response to squared shocks	0.1612	19.13***
β GARCH Volatility persistence	0.7907	85.16***
γ leverage Additional response to negative shocks	0.0705	2.64***
δ power Transformation power	1.5190	24.20***

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Investeringsselskabet af 3. november 2025 A/S Analyses