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	0.7780	12.96***
α ARCH Response to squared shocks	0.1316	7.18***
β GARCH Volatility persistence	0.6781	18.36***

γ₁	0.0018	1.14
γ₂	-0.0066	-2.14**

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EURO STOXX 50 Volatility Index Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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