EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7558	3.70
$α$	0.1661	7.01
$β$	0.7442	22.75
$γ_{1}$	0.0832	0.70
$γ_{2}$	-0.1906	-1.17
$γ_{3}$	0.1118	1.52
$γ_{4}$	0.0861	1.17
$γ_{5}$	-0.2631	-3.00
$γ_{6}$	0.2836	4.20

V-Lab

Highland Gold Mining Limited Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Highland Gold Mining Limited Analyses