DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9443	4.86
$α$	0.0160	0.77
$β$	0.7789	1.64
$γ_{1}$	-1.0398	-0.32
$γ_{2}$	5.6142	1.21
$γ_{3}$	-11.1262	-4.04
$γ_{4}$	10.1197	4.12
$γ_{5}$	-4.9350	-1.97
$γ_{6}$	4.1018	1.51
$γ_{7}$	-7.2742	-2.06
$γ_{8}$	10.6451	1.53
$γ_{9}$	-20.8197	-1.45

V-Lab

Fortnox Ab Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fortnox Ab Analyses