DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.0064	3.56
$α$	0.3240	3.06
$β$	0.3474	3.34
$γ_{1}$	18.8979	3.12
$γ_{2}$	-25.7610	-2.78
$γ_{3}$	5.6494	0.96
$γ_{4}$	5.8509	1.08
$γ_{5}$	-14.0692	-2.33
$γ_{6}$	23.5367	2.97
$γ_{7}$	-25.2593	-1.41
$γ_{8}$	16.9109	0.68
$γ_{9}$	-16.1270	-0.59

V-Lab

Orapi Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Orapi Analyses