CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3391	6.79
$α$	0.0303	3.59
$β$	0.9270	84.05
$γ$	0.0747	3.23

V-Lab

2Crsi S.A. GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other 2Crsi S.A. Analyses