SMI Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.7231	27,231,210.00
$α$	0.9066	9,066,250.00
$β$	0.0934	933,750.00
$γ_{1}$	911.7265	9,117,265,000.00
$γ_{2}$	-554.2177	-5,542,177,000.00
$γ_{3}$	-1,810.8260	-18,108,260,000.00
$γ_{4}$	-1,590.7590	-15,907,590,000.00
$γ_{5}$	-657.1570	-6,571,570,000.00
$γ_{6}$	-89.0883	-890,883,400.00

V-Lab

Holcim Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Holcim Ltd Analyses