CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.6738	5.60***
α ARCH Response to squared shocks	0.0551	28.73***
β GARCH Volatility persistence	0.9821	354.54***
ν DF Student-t tail thickness	3.8788	10.38***

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Nordic Semiconductor GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nordic Semiconductor Analyses