EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0010	7.81
$α$	0.1117	9.27
$β$	0.8427	107.37
$γ$	0.0912	4.00

V-Lab

Jelsa D D GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jelsa D D Analyses