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
$ω$	0.9134	3.59
$α$	0.1952	2.21
$β$	0.0000	0.00
$γ_{1}$	17.1606	0.90
$γ_{2}$	-33.9838	-1.13
$γ_{3}$	39.7983	2.02
$γ_{4}$	-36.6980	-1.90
$γ_{5}$	9.8536	0.35
$γ_{6}$	30.2569	1.09
$γ_{7}$	-74.4401	-2.58
$γ_{8}$	103.0299	2.89
$γ_{9}$	-95.3285	-2.96

V-Lab

Sparebanken Sor Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sparebanken Sor Analyses