CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1454	9.24
$α$	0.1004	10.58
$β$	0.8771	80.97
$γ_{1}$	0.0003	1.64

V-Lab

CAC 40 Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CAC 40 Index Analyses