CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	4.3033	43,032,980.00
$α$	0.1507	1,507,030.00
$β$	0.6603	6,602,710.00
$γ_{1}$	-12.6272	-126,271,600.00
$γ_{2}$	10.5454	105,453,900.00
$γ_{3}$	15.2353	152,353,400.00
$γ_{4}$	0.9102	9,101,910.00
$γ_{5}$	-11.7277	-117,276,900.00
$γ_{6}$	-140.1053	-1,401,053,000.00

V-Lab

Rosbank PJSC Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 17th, 2025:0.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rosbank PJSC Analyses