CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	5.3931	10.24
$α$	0.1577	27.59
$β$	0.9045	99.59
$ν$	3.1133	21.71

V-Lab

VIEL & Cie SA GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other VIEL & Cie SA Analyses