CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1476	9.21
$α$	0.1009	10.60
$β$	0.8766	80.65
$γ_{1}$	0.0003	1.63

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