CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	13.1935	3.30***
α ARCH Response to squared shocks	0.1709	85.82***
β GARCH Volatility persistence	0.9868	253.35***
ν DF Student-t tail thickness	2.6938	82.98***

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Eagle Football Group GAS-GARCH Student T Volatility Analysis

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