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	1.7162	5.98***
α ARCH Response to squared shocks	0.0800	36.68***
β GARCH Volatility persistence	0.9904	599.54***
ν DF Student-t tail thickness	6.9141	7.62***

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other EURO STOXX 50 Price EUR Analyses