DAX Volatility Index

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EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	23.5810	235,810,100.00
$α$	0.6402	6,402,190.00
$β$	0.3598	3,597,780.00
$γ_{1}$	101.8939	1,018,939,000.00
$γ_{2}$	-18.5617	-185,617,100.00
$γ_{3}$	-151.9881	-1,519,881,000.00
$γ_{4}$	-221.4856	-2,214,856,000.00
$γ_{5}$	950.0091	9,500,091,000.00
$γ_{6}$	-1,490.1850	-14,901,850,000.00
$γ_{7}$	1,268.1810	12,681,810,000.00
$γ_{8}$	623.9833	6,239,833,000.00
$γ_{9}$	-7,507.8710	-75,078,710,000.00
$γ_{10}$	11,339.9300	113,399,300,000.00

V-Lab

Bifire Spa Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bifire Spa Analyses