CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	4.4875	6.53
$α$	0.1016	4.80
$β$	0.7743	24.52
$ν$	3.4280	2.71

V-Lab

Karnov Group Ab (Publ) GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Karnov Group Ab (Publ) Analyses