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
$ω$	36.4617	364,616,600.00
$α$	0.9333	9,333,210.00
$β$	0.0667	666,780.00
$γ_{1}$	1,994.3550	19,943,550,000.00
$γ_{2}$	-5,851.4500	-58,514,500,000.00
$γ_{3}$	3,367.3350	33,673,350,000.00
$γ_{4}$	6,623.3340	66,233,340,000.00
$γ_{5}$	-5,216.3870	-52,163,870,000.00
$γ_{6}$	-18,882.2700	-188,822,700,000.00
$γ_{7}$	-12,452.6100	-124,526,100,000.00

V-Lab

Holcim Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Holcim Ltd Analyses