Volatility is the measure of the dispersion from the actual returns. And volatility index (VIX) indicates the expected … market risk and investor's behavior. Therefore, this study aims to observe the volatility levels of the French CAC 40 VIX … econometric tool GARCH (1,1) and an econophysics tool Shannon entropy. This study will carry out a comparison between the two …

developed countries (USA, UK, Japan, Germany and Canada). First, we analyze whether shocks and or volatility emanating from two … stock market returns. Second, under the hypothesis of common increased volatility, we investigate whether these states … volatility features. Additionally, apart from UK and Japanese cases, the responses of the stock market to an oil shock depend on …