DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	5.6748	1.95
$α$	0.4674	15.34
$β$	0.5297	14.57
$γ_{1}$	2.1812	0.02
$γ_{2}$	3.0752	0.02
$γ_{3}$	11.6776	0.19
$γ_{4}$	-123.3791	-1.86
$γ_{5}$	460.5453	3.59
$γ_{6}$	-1,834.7490	-10.33
$γ_{7}$	3,952.9970	28.94
$γ_{8}$	-4,065.0310	-37.74
$γ_{9}$	2,010.2490	16.79
$γ_{10}$	-754.1473	-7.70

V-Lab

Itesoft Sa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Itesoft Sa Analyses