CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	3.1154	8.06
$α$	0.0843	94.81
$β$	0.9990	5,020.10
$ν$	2.2916	1,486.13

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Montagne & Neige Developpement SACA GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other Montagne & Neige Developpement SACA Analyses