CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	19.5196	12.64
$α$	0.1266	119.06
$β$	0.9969	3,368.01
$ν$	2.0001	20,000,540.00

V-Lab

2Crsi S.A. GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other 2Crsi S.A. Analyses