DAX Volatility Index

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EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.7430	1.68
$α$	0.1253	6.57
$β$	0.8469	43.60
$γ_{1}$	0.1506	0.65
$γ_{2}$	-0.1128	-0.37
$γ_{3}$	-0.1100	-0.84
$γ_{4}$	0.0635	0.61
$γ_{5}$	0.0809	0.95
$γ_{6}$	-0.1334	-1.54
$γ_{7}$	-0.0369	-0.37
$γ_{8}$	0.1691	1.61
$γ_{9}$	0.1669	1.17
$γ_{10}$	-0.4298	-2.89

V-Lab

MAN SE Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MAN SE Analyses