CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.0189	5.46
$α$	0.0961	59.78
$β$	0.9944	990.48
$ν$	6.6757	12.76

V-Lab

PSI 20 Portuguese Stock Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other PSI 20 Portuguese Stock Index Analyses