DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.3893	2.43
$α$	0.5144	3.36
$β$	0.0644	0.80
$γ_{1}$	94.1435	2.09
$γ_{2}$	-146.2824	-2.13
$γ_{3}$	59.7300	1.24
$γ_{4}$	-3.1683	-0.07
$γ_{5}$	5.8497	0.13
$γ_{6}$	33.7416	0.48
$γ_{7}$	-178.6788	-1.78
$γ_{8}$	285.3049	3.01
$γ_{9}$	-510.9288	-7.96

V-Lab

Digital360 Spa Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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