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	1.7245	5.97***
α ARCH Response to squared shocks	0.0799	36.70***
β GARCH Volatility persistence	0.9905	601.75***
ν DF Student-t tail thickness	6.9174	7.62***

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EURO STOXX 50 Price EUR GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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