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
$m$	101
$α$	0.0324	14.74
$β$	0.8907	212.47
$γ$	0.0851	17.02
$λ_{1}$	0.0393	5.04
$λ_{2}$	0.0229	5.45
$λ_{3}$	0.9679	173.93

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Credit Suisse Group AG MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Credit Suisse Group AG Analyses