DAX Volatility Index

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EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0257	2.40
$α$	0.1534	3.91
$β$	0.7500	8.93
$γ_{1}$	-0.2613	-0.18
$γ_{2}$	3.5071	1.61
$γ_{3}$	-8.1275	-4.36
$γ_{4}$	8.9343	4.59
$γ_{5}$	-6.2747	-3.89
$γ_{6}$	4.1099	2.98
$γ_{7}$	-2.8884	-1.99
$γ_{8}$	0.8606	0.64

V-Lab

Gaussin Sa Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gaussin Sa Analyses