CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

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{name} Model Equation

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Param	Value	t-stat
ωconst	54.1770	0.61
αARCH	0.2196	1.02
βGARCH	0.9517	8.77***
νDF	200.0000	0.01

Parameter	Value	t-statistic
ω const Unconditional variance weight	54.1770	0.61
α ARCH Response to squared shocks	0.2196	1.02
β GARCH Volatility persistence	0.9517	8.77***
ν DF Student-t tail thickness	200.0000	0.01

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Empa Elektronik Sanayi VE Ticaret AS GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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