DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3802	3.32
$α$	0.1794	7.55
$β$	0.6761	17.62
$γ_{1}$	-0.5565	-2.57
$γ_{2}$	0.9966	2.80
$γ_{3}$	-0.8422	-2.42
$γ_{4}$	0.6890	2.17
$γ_{5}$	-0.4686	-2.23
$γ_{6}$	0.2282	1.32
$γ_{7}$	0.0030	0.01
$γ_{8}$	0.0709	0.37
$γ_{9}$	-0.2771	-2.28

V-Lab

4SC AG Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 4SC AG Analyses