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	0.0330	35.73***
α ARCH Response to squared shocks	0.0693	16.37***
β GARCH Volatility persistence	0.9173	306.16***
γ leverage Additional response to negative shocks	0.7430	15.01***
δ power Transformation power	1.1743	40.89***

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Deutsche Boerse AG German Stock Index DAX APARCH Volatility Analysis

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