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
$ω$	0.4550	5.82
$α$	0.1228	2.01
$β$	0.0000	0.00
$γ_{1}$	-1.9043	-2.05
$γ_{2}$	0.9635	0.64
$γ_{3}$	3.2008	1.98
$γ_{4}$	-8.9040	-3.13

V-Lab

Ox2 Ab Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ox2 Ab Analyses