CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1477	9.26
$α$	0.1013	10.59
$β$	0.8759	80.05
$γ_{1}$	0.0003	1.67

V-Lab

CAC 40 Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CAC 40 Index Analyses