SMI Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1079	2.13
$α$	0.1683	4.04
$β$	0.6988	9.72
$γ_{1}$	-0.2760	-0.21
$γ_{2}$	1.2846	0.66
$γ_{3}$	-2.5477	-1.60
$γ_{4}$	2.8338	1.97
$γ_{5}$	-2.3673	-2.40
$γ_{6}$	1.7331	1.84
$γ_{7}$	-0.6441	-0.58
$γ_{8}$	-0.0523	-0.05
$γ_{9}$	0.2152	0.28
$γ_{10}$	1.0623	0.86

V-Lab

Etrion Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Etrion Corp Analyses