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	41.5101	14.09***
α ARCH Response to squared shocks	0.1110	17.10***
β GARCH Volatility persistence	0.9047	110.30***
ν DF Student-t tail thickness	5.3978	4.82***

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iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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