CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8734	8.57***
α ARCH Response to squared shocks	0.0763	34.81***
β GARCH Volatility persistence	0.9891	759.08***
ν DF Student-t tail thickness	8.8136	5.41***

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OMX Stockholm 30 Index GAS-GARCH Student T Volatility Analysis

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