CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	388.9159	6.81***
α ARCH Response to squared shocks	0.1021	102.37***
β GARCH Volatility persistence	0.9990	6,615.89***
ν DF Student-t tail thickness	2.0004

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Christian Dior SE GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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