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EURO STOXX 50 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1946	11.42***
α ARCH Response to squared shocks	0.0985	19.05***
β GARCH Volatility persistence	0.9458	277.85***
γ leverage Additional response to negative shocks	0.1489	27.62***

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EURO STOXX 50 Volatility Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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