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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	41.0995	11.36***
α ARCH Response to squared shocks	0.0854	25.61***
β GARCH Volatility persistence	0.9515	193.51***
ν DF Student-t tail thickness	5.4213	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