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EURO STOXX 50 Volatility Index

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Parameter	Value	t-statistic
ω const Unconditional variance weight	41.2555	11.21***
α ARCH Response to squared shocks	0.0848	25.71***
β GARCH Volatility persistence	0.9524	194.89***
ν DF Student-t tail thickness	5.4200	5.65***

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EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other EURO STOXX 50 Volatility Index Analyses