SMI Volatility Index

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	param	t-stat
$ω$	0.7484	4.18
$α$	0.2207	8.44
$β$	0.6734	21.32
$γ_{1}$	0.1738	1.38
$γ_{2}$	-0.2707	-1.43
$γ_{3}$	-0.0100	-0.06
$γ_{4}$	0.1883	1.27
$γ_{5}$	-0.0412	-0.29
$γ_{6}$	-0.1788	-1.20
$γ_{7}$	0.3726	2.15
$γ_{8}$	-0.5216	-2.59
$γ_{9}$	0.7294	1.60

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Edmond de Rothschild Suisse SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Edmond de Rothschild Suisse SA Analyses