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	11.9124	5.12***
α ARCH Response to squared shocks	0.1223	30.98***
β GARCH Volatility persistence	0.9588	120.34***
ν DF Student-t tail thickness	2.7176	32.75***

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Investeringsselskabet af 3. november 2025 A/S GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Investeringsselskabet af 3. november 2025 A/S Analyses