DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0511	27.32***
α ARCH Response to squared shocks	0.1514	40.88***
β GARCH Volatility persistence	0.8241	344.95***
γ leverage Additional response to negative shocks	0.0268	4.36***

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RWE AG Asy. MEM Volatility Analysis

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