EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.1359	5.03***
α ARCH Response to squared shocks	0.2794	4.63***
β GARCH Volatility persistence	0.5352	7.36***

γ₁	0.2161	1.02
γ₂	-0.1570	-0.44
γ₃	-0.3178	-0.97
γ₄	0.7357	2.25**
γ₅	-0.8621	-2.99***
γ₆	0.5975	2.20**
γ₇	-0.2583	-1.24

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Conpet SA Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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