CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0437	22.64
$α$	0.0322	10.96
$β$	0.8805	419.09
$γ$	0.1262	20.65

V-Lab

IBEX 35 Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other IBEX 35 Index Analyses