CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.0296	5.45
$α$	0.0963	59.91
$β$	0.9945	993.47
$ν$	6.6440	12.87

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