DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7768	3.42
$α$	0.0780	4.58
$β$	0.8274	19.43
$γ_{1}$	-0.1743	-0.64
$γ_{2}$	0.2420	0.66
$γ_{3}$	-0.0880	-0.38
$γ_{4}$	-0.0519	-0.23
$γ_{5}$	0.3299	1.46
$γ_{6}$	-0.4657	-1.88
$γ_{7}$	0.3380	1.47
$γ_{8}$	-0.5229	-2.24
$γ_{9}$	1.2958	1.95

V-Lab

Arise Ab Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arise Ab Analyses