DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	-0.0064	-3.14
$α$	0.0685	16.70
$β$	0.9366	317.17
$γ$	-0.3367	-5.94

V-Lab

innogy SE AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other innogy SE Analyses