DAX Volatility Index

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EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9125	3.60
$α$	0.1975	2.23
$β$	0.0000	0.00
$γ_{1}$	16.8792	0.88
$γ_{2}$	-33.5115	-1.11
$γ_{3}$	39.4934	2.00
$γ_{4}$	-36.6514	-1.89
$γ_{5}$	10.3920	0.37
$γ_{6}$	28.7350	1.04
$γ_{7}$	-71.1994	-2.57
$γ_{8}$	94.8923	2.99
$γ_{9}$	-71.2101	-3.43

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Sparebanken Sor Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sparebanken Sor Analyses