DAX Volatility Index

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	1.6956	4.07***
α ARCH Response to squared shocks	0.2295	4.09***
β GARCH Volatility persistence	0.3212	2.83***

γ₁	5.5925	1.65*
γ₂	-6.8982	-1.29
γ₃	-0.0907	-0.02
γ₄	5.3898	1.37
γ₅	-2.3808	-0.52
γ₆	-8.2771	-1.65*
γ₇	10.7577	2.38**
γ₈	-8.4017	-1.75*
γ₉	10.7704	2.39**
γ₁₀	-9.6160	-2.79***

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NX Filtration N.V. Zero Slope Spline-GARCH Volatility Analysis

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