CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.0617	5.48
$α$	0.0963	60.50
$β$	0.9946	1,019.01
$ν$	6.6480	12.99

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