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	28.1891	5.31***
α ARCH Response to squared shocks	0.1304	25.13***
β GARCH Volatility persistence	0.9177	57.31***
ν DF Student-t tail thickness	2.2083	72.47***

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Plc Spa GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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