EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	-0.0100	-2.76
$α$	0.0990	4.82
$β$	0.9911	663.80
$γ$	-0.0579	-2.54

V-Lab

Jelsa D D EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jelsa D D Analyses