CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	10.5535	5.15
$α$	0.2057	6.49
$β$	0.7298	12.69
$ν$	2.9124	6.61

V-Lab

Bellini Nautica S P A GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bellini Nautica S P A Analyses