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	0.0172	2.56**
α ARCH Response to squared shocks	0.0425	6.28***
β GARCH Volatility persistence	0.9890	333.80***
γ leverage Additional response to negative shocks	-0.0491	-6.91***

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Sofina SA EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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