SMI Volatility Index

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	param	t-stat
$ω$	1.1473	2.28
$α$	0.1641	3.79
$β$	0.6924	8.47
$γ_{1}$	-0.0933	-0.07
$γ_{2}$	1.0044	0.54
$γ_{3}$	-2.3711	-1.50
$γ_{4}$	2.6884	1.88
$γ_{5}$	-2.2362	-2.30
$γ_{6}$	1.5802	1.72
$γ_{7}$	-0.3781	-0.35
$γ_{8}$	-0.6372	-0.63
$γ_{9}$	1.5410	1.72
$γ_{10}$	-1.9481	-2.30

V-Lab

Etrion Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Etrion Corp Analyses