EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2606	5.34
$α$	0.2885	3.17
$β$	0.3450	3.44
$γ_{1}$	1.4829	2.94
$γ_{2}$	-2.7521	-3.52
$γ_{3}$	2.3246	5.04
$γ_{4}$	-1.8119	-4.34
$γ_{5}$	1.3203	2.13
$γ_{6}$	-0.5037	-0.60

V-Lab

Ukrsotsbank JSCB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ukrsotsbank JSCB Analyses