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	0.2383	13.01***
α ARCH Response to squared shocks	0.0794	42.28***
β GARCH Volatility persistence	0.8924	236.77***
γ leverage Additional response to negative shocks	-1.0000	-164.80***
δ power Transformation power	0.7917	23.37***

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