CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7498	8.51***
α ARCH Response to squared shocks	0.0818	35.82***
β GARCH Volatility persistence	0.9870	578.19***
ν DF Student-t tail thickness	8.1365	6.14***

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CAC 40 Index GAS-GARCH Student T Volatility Analysis

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