SMI Volatility Index

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EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6055	0.06
$α$	0.0000	0.00
$β$	0.9994	0.05
$γ_{1}$	-118.8473	-0.04
$γ_{2}$	167.4830	0.37
$γ_{3}$	-63.2279	-0.17
$γ_{4}$	29.7080	0.10
$γ_{5}$	-118.2678	-0.49

V-Lab

EFG International Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EFG International Analyses