DAX Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0889	2.52
$α$	0.2391	7.27
$β$	0.7301	21.53
$γ_{1}$	-0.2229	-2.64
$γ_{2}$	0.3182	2.65
$γ_{3}$	-0.1363	-1.38
$γ_{4}$	0.1299	1.06
$γ_{5}$	-0.2244	-1.73
$γ_{6}$	0.2023	1.67
$γ_{7}$	-0.0485	-0.32
$γ_{8}$	-0.0368	-0.28

V-Lab

DVB Bank SE Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DVB Bank SE Analyses