SMI 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
$ω$	0.9703	5.01
$α$	0.0810	2.24
$β$	0.4153	1.79
$γ_{1}$	1.2757	2.48
$γ_{2}$	-2.3608	-2.97
$γ_{3}$	1.6437	2.74
$γ_{4}$	-0.3326	-0.52
$γ_{5}$	-1.5811	-1.82

V-Lab

Abb Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abb Ltd Analyses