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
$ω$	1.5150	3.31
$α$	0.0000	0.00
$β$	0.9991	1.93
$γ_{1}$	8.8017	0.61
$γ_{2}$	-13.9784	-0.85
$γ_{3}$	18.6657	1.54
$γ_{4}$	-33.8996	-2.80
$γ_{5}$	24.5364	1.99
$γ_{6}$	10.1421	0.81
$γ_{7}$	-22.9983	-2.52
$γ_{8}$	5.0267	0.80
$γ_{9}$	8.5260	1.16
$γ_{10}$	-5.0051	-0.27

V-Lab

innogy SE Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other innogy SE Analyses