DAX 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
$ω$	0.8377	1.72
$α$	0.0000	0.00
$β$	0.9994	2.72
$γ_{1}$	-6.0608	-0.04
$γ_{2}$	7.0475	0.11
$γ_{3}$	-7.1265	-0.19
$γ_{4}$	10.5319	0.52
$γ_{5}$	-9.3500	-0.65
$γ_{6}$	11.1471	0.95
$γ_{7}$	-8.9308	-0.89
$γ_{8}$	8.4456	0.98
$γ_{9}$	-23.8897	-1.73
$γ_{10}$	30.7771	2.56

V-Lab

Ox2 Ab Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ox2 Ab Analyses