DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	41.2328	11.27***
α ARCH Response to squared shocks	0.0855	25.58***
β GARCH Volatility persistence	0.9520	194.16***
ν DF Student-t tail thickness	5.4334	5.64***

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

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News Impact Curve

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