DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	0.00
α ARCH Response to squared shocks	0.0885	34.33***
β GARCH Volatility persistence	0.8819	367.31***
γ leverage Additional response to negative shocks	0.7157	28.60***

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EURO STOXX 50 Price EUR AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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