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	21.4188	3.92***
α ARCH Response to squared shocks	0.1064	23.37***
β GARCH Volatility persistence	0.9682	116.57***
ν DF Student-t tail thickness	3.3498	13.30***

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Sivers Semiconductors Ab GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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