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
$ω$	1.3747	5.98
$α$	0.1386	3.58
$β$	0.7483	12.91
$γ_{1}$	-0.1927	-1.95
$γ_{2}$	0.3522	2.24
$γ_{3}$	-0.2598	-1.76
$γ_{4}$	0.1477	0.94
$γ_{5}$	-0.0914	-0.58
$γ_{6}$	0.1547	0.82
$γ_{7}$	-0.5560	-2.92

V-Lab

Actelion Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Actelion Ltd Analyses