DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	111
$α$	0.2348	20.49
$β$	0.6680	69.73
$γ$	-0.0723	-5.17
$λ_{1}$	0.0840	0.79
$λ_{2}$	0.0263	2.45
$λ_{3}$	0.9728	72.01

V-Lab

4SC AG MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 4SC AG Analyses