DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8842	3.61
$α$	0.1277	3.75
$β$	0.6906	7.18
$γ_{1}$	-2.2541	-1.32
$γ_{2}$	5.2435	2.05
$γ_{3}$	-6.2098	-3.35
$γ_{4}$	5.7420	2.78
$γ_{5}$	-4.5179	-1.51
$γ_{6}$	2.1790	0.72
$γ_{7}$	2.0132	0.92
$γ_{8}$	-5.8868	-2.68
$γ_{9}$	5.1346	1.14

V-Lab

Piovan Spa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Piovan Spa Analyses