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
$ω$	1.8292	2.29
$α$	0.1207	6.08
$β$	0.8571	43.95
$γ_{1}$	0.1151	1.88
$γ_{2}$	-0.1863	-2.23
$γ_{3}$	0.1308	3.09
$γ_{4}$	-0.1513	-3.78
$γ_{5}$	0.1574	3.94
$γ_{6}$	0.0763	1.62

V-Lab

MAN SE Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MAN SE Analyses