DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.7722	1.72
$α$	0.5292	3.64
$β$	0.2126	1.79
$γ_{1}$	3.9202	1.01
$γ_{2}$	-6.2736	-1.18
$γ_{3}$	8.0418	2.74
$γ_{4}$	-12.8965	-6.55
$γ_{5}$	5.0187	1.56
$γ_{6}$	10.2938	2.09
$γ_{7}$	-7.2414	-1.58
$γ_{8}$	-4.5922	-1.10
$γ_{9}$	-0.5431	-0.10

V-Lab

Interhyp AG Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Interhyp AG Analyses