EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	43.0551	3.14
$α$	0.7395	181.47
$β$	0.2601	60.35
$γ_{1}$	0.3638	1.65
$γ_{2}$	0.1046	0.31
$γ_{3}$	-1.0812	-4.34
$γ_{4}$	0.7492	3.57
$γ_{5}$	-0.0690	-0.32
$γ_{6}$	-0.1562	-0.73
$γ_{7}$	0.1637	0.54
$γ_{8}$	-0.1223	-0.19
$γ_{9}$	0.3832	0.31
$γ_{10}$	-109.5257	-49.74

V-Lab

Jelsa D D Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jelsa D D Analyses