DAX Volatility Index

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EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	9.1444	0.16
$α$	0.8587	13.30
$β$	0.1385	4.39
$γ_{1}$	-0.1420	-0.07
$γ_{2}$	-0.2126	-0.08
$γ_{3}$	0.7450	0.52
$γ_{4}$	-0.4403	-0.67
$γ_{5}$	-0.6216	-0.15
$γ_{6}$	-51.4079	-0.08
$γ_{7}$	102.2020	0.04
$γ_{8}$	-49.9537	-0.01
$γ_{9}$	-65.0465	-0.02
$γ_{10}$	131.6977	0.19

V-Lab

RIB Software SE Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RIB Software SE Analyses