SMI 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
$ω$	0.8245	4.87
$α$	0.0822	2.25
$β$	0.3991	1.77
$γ_{1}$	-0.3142	-0.17
$γ_{2}$	1.9004	0.68
$γ_{3}$	-4.0574	-2.31
$γ_{4}$	3.6649	2.27
$γ_{5}$	-1.4987	-0.83
$γ_{6}$	1.7209	0.94
$γ_{7}$	-3.6176	-2.63
$γ_{8}$	3.2139	3.83

V-Lab

Abb Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abb Ltd Analyses