CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.9912	10.80***
α ARCH Response to squared shocks	0.0931	13.76***
β GARCH Volatility persistence	0.9350	129.25***
ν DF Student-t tail thickness	6.4058	3.03***

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Cellnex Telecom SAU GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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