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
$ω$	0.2521	2.82
$α$	0.1968	1.46
$β$	0.0000	0.00
$γ_{1}$	-33.9041	-2.88
$γ_{2}$	49.2496	2.79
$γ_{3}$	-32.8029	-2.87
$γ_{4}$	35.3673	3.49
$γ_{5}$	-39.3075	-3.23
$γ_{6}$	44.7261	3.45
$γ_{7}$	-36.7743	-3.09
$γ_{8}$	15.6954	1.71

V-Lab

Suse S.A. Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Suse S.A. Analyses