DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.5757	1.50
$α$	0.3168	6.37
$β$	0.6827	13.70
$γ_{1}$	-2.7816	-0.65
$γ_{2}$	4.8712	0.83
$γ_{3}$	-5.6440	-1.86
$γ_{4}$	10.6943	2.90
$γ_{5}$	-16.2803	-2.92
$γ_{6}$	15.6686	2.51
$γ_{7}$	-8.8667	-1.90
$γ_{8}$	1.3165	0.38
$γ_{9}$	1.1385	0.26

V-Lab

Vapiano SE Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vapiano SE Analyses