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
$ω$	0.1115	17.47
$α$	0.1594	41.00
$β$	0.8196	167.09
$γ$	0.1040	9.23
$δ$	1.1070	14.48

V-Lab

New Work SE Asy. Power MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Work SE Analyses