SMI 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
$ω$	31.4993	314,992,600.00
$α$	0.9398	9,398,240.00
$β$	0.0602	601,690.00
$γ_{1}$	7,730.2700	77,302,700,000.00
$γ_{2}$	-6,132.5210	-61,325,210,000.00
$γ_{3}$	-2,238.5920	-22,385,920,000.00
$γ_{4}$	-9,914.1060	-99,141,060,000.00
$γ_{5}$	23,357.7000	233,577,000,000.00
$γ_{6}$	4,940.6230	49,406,230,000.00
$γ_{7}$	-44,100.5000	-441,005,000,000.00
$γ_{8}$	-60,046.2500	-600,462,500,000.00
$γ_{9}$	167,625.5000	1,676,255,000,000.00

V-Lab

Holcim Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Holcim Ltd Analyses