CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	3.3066	7.39
$α$	0.1301	7.53
$β$	0.8279	40.08
$ν$	3.8225	3.99

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Van Lanschot Kempen NV GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Van Lanschot Kempen NV Analyses