CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.6455	5.91
$α$	0.0834	42.65
$β$	0.9926	762.35
$ν$	8.0887	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