CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	3.4185	22.05
$α$	0.3353	8.60
$β$	0.1846	6.81
$γ$	0.0391	0.63

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Bellini Nautica S P A GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bellini Nautica S P A Analyses