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
$ω$	0.7804	5.23
$α$	0.1307	7.03
$β$	0.7156	16.85
$γ_{1}$	-0.6021	-6.53
$γ_{2}$	0.8177	6.27
$γ_{3}$	-0.2018	-2.20
$γ_{4}$	-0.1189	-1.41
$γ_{5}$	0.1784	2.28
$γ_{6}$	-0.0818	-1.06
$γ_{7}$	0.0911	0.86
$γ_{8}$	-0.1507	-1.23

V-Lab

comdirect bank AG Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other comdirect bank AG Analyses