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EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	48.6453	486,452,600.00
$α$	0.7732	7,732,120.00
$β$	0.2264	2,263,520.00
$γ_{1}$	-8.6950	-86,949,970.00
$γ_{2}$	24.4878	244,877,800.00
$γ_{3}$	-23.2862	-232,861,800.00
$γ_{4}$	7.4828	74,828,170.00
$γ_{5}$	-10.1658	-101,658,100.00
$γ_{6}$	46.7815	467,815,200.00
$γ_{7}$	-272.8117	-2,728,117,000.00
$γ_{8}$	317.8726	3,178,726,000.00
$γ_{9}$	1,005.7290	10,057,290,000.00
$γ_{10}$	-11,498.3600	-114,983,600,000.00

V-Lab

Tim S.A. Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tim S.A. Analyses