DAX Volatility Index

CBOE EFA ETF Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0927	5.92***
α ARCH Response to squared shocks	0.0892	11.18***
β GARCH Volatility persistence	0.8926	100.78***

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Deutsche Boerse AG German Stock Index DAX Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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