DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4887	3.16
$α$	0.1476	6.39
$β$	0.8209	29.18
$γ_{1}$	-0.1383	-1.51
$γ_{2}$	0.3082	2.29
$γ_{3}$	-0.2287	-2.13
$γ_{4}$	-0.0079	-0.08
$γ_{5}$	0.2232	2.83
$γ_{6}$	-0.2902	-2.92
$γ_{7}$	0.1673	1.94

V-Lab

GBW AG Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GBW AG Analyses