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	0.6840	17.95***
α ARCH Response to squared shocks	0.2010	5.99***
β GARCH Volatility persistence	0.5065	6.67***

V-Lab

iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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