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
$ω$	1.8336	2.56
$α$	0.2489	2.05
$β$	0.1414	0.97
$γ_{1}$	5.0473	1.39
$γ_{2}$	-4.2539	-0.87
$γ_{3}$	-4.3045	-1.61
$γ_{4}$	7.5311	2.75
$γ_{5}$	-7.8789	-2.79
$γ_{6}$	7.4774	3.04
$γ_{7}$	-19.6952	-4.71

V-Lab

Volue Asa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Volue Asa Analyses