EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	15.6712	0.43
$α$	0.8557	65.13
$β$	0.1417	191.25
$γ_{1}$	0.1713	0.60
$γ_{2}$	0.3499	0.90
$γ_{3}$	-1.1668	-4.99
$γ_{4}$	0.8407	4.48
$γ_{5}$	-0.2667	-1.35
$γ_{6}$	0.2619	1.11
$γ_{7}$	-0.7418	-1.85
$γ_{8}$	3.3129	3.39
$γ_{9}$	-36.5528	-25.37
$γ_{10}$	64.7451	62.00

V-Lab

Jelsa D D Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jelsa D D Analyses