CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.6876	5.86
$α$	0.0832	42.98
$β$	0.9928	775.59
$ν$	8.1097	6.68

V-Lab

FTSE MIB Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other FTSE MIB Index Analyses