CBOE Emerging Market Markets Volatility Index

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EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.3377	5.02
$α$	0.1711	2.97
$β$	0.4682	2.52
$γ_{1}$	-0.9815	-0.43
$γ_{2}$	1.4087	0.40
$γ_{3}$	-3.5442	-1.57
$γ_{4}$	7.1446	4.21
$γ_{5}$	-7.3591	-5.14
$γ_{6}$	4.7985	2.56
$γ_{7}$	-1.4352	-0.52
$γ_{8}$	-0.6370	-0.19
$γ_{9}$	1.5686	0.56
$γ_{10}$	-1.5260	-0.77

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Shelf Drilling Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shelf Drilling Ltd Analyses