DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1633	5.94
$α$	0.0756	4.96
$β$	0.8518	27.96
$γ_{1}$	0.5127	3.42
$γ_{2}$	-0.9092	-3.87
$γ_{3}$	0.6757	3.79
$γ_{4}$	-0.4584	-2.86
$γ_{5}$	0.4166	2.47
$γ_{6}$	-0.5223	-2.65
$γ_{7}$	0.5026	2.16
$γ_{8}$	-0.2087	-0.74
$γ_{9}$	-1.5686	-3.44

V-Lab

Edf Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Edf Analyses