DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0319	9.41***
α ARCH Response to squared shocks	0.2354	47.73***
β GARCH Volatility persistence	0.7491	242.90***

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Deutsche Borse AG DAX Mid-Cap Index MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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