DAX 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
$ω$	1.1004	6.87
$α$	0.1764	6.92
$β$	0.6606	14.59
$γ_{1}$	-0.0111	-0.13
$γ_{2}$	-0.2037	-1.49
$γ_{3}$	0.4357	4.88
$γ_{4}$	-0.3054	-3.57
$γ_{5}$	0.1450	1.27
$γ_{6}$	-0.1753	-1.48
$γ_{7}$	0.2439	2.42
$γ_{8}$	-0.2032	-1.79
$γ_{9}$	0.1076	0.54

V-Lab

artnet AG Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other artnet AG Analyses