CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3385	6.83
$α$	0.0301	3.61
$β$	0.9261	82.14
$γ$	0.0772	3.38

V-Lab

2Crsi S.A. GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other 2Crsi S.A. Analyses