SMI Volatility Index

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	param	t-stat
$ω$	0.8318	3.67
$α$	0.1596	5.53
$β$	0.7455	23.11
$γ_{1}$	0.4119	0.25
$γ_{2}$	-1.0845	-0.47
$γ_{3}$	1.4447	0.97
$γ_{4}$	-1.5883	-1.04
$γ_{5}$	0.7994	0.52
$γ_{6}$	1.0255	0.69
$γ_{7}$	-1.9348	-1.27
$γ_{8}$	0.4574	0.24
$γ_{9}$	4.1396	1.47
$γ_{10}$	-23.6063	-6.77

V-Lab

Nestle Sa/Ag Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nestle Sa/Ag Analyses