DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.3121	3.04
$α$	0.3787	3.41
$β$	0.4560	6.48
$γ_{1}$	19.8447	2.77
$γ_{2}$	-27.0293	-2.45
$γ_{3}$	5.6863	0.82
$γ_{4}$	6.6912	1.06
$γ_{5}$	-16.4184	-2.34
$γ_{6}$	28.6986	3.54
$γ_{7}$	-30.4150	-1.69
$γ_{8}$	14.4713	0.62
$γ_{9}$	0.5518	0.04

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Orapi Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Orapi Analyses