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	8.0280	7.14***
α ARCH Response to squared shocks	0.0813	40.71***
β GARCH Volatility persistence	0.9800	383.10***
ν DF Student-t tail thickness	3.5241	23.32***

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Finnair OYJ GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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