DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3645	3.62
$α$	0.1811	7.29
$β$	0.6485	15.44
$γ_{1}$	-0.5763	-2.87
$γ_{2}$	1.0171	3.05
$γ_{3}$	-0.8341	-2.51
$γ_{4}$	0.6695	2.20
$γ_{5}$	-0.4410	-2.20
$γ_{6}$	0.1746	1.04
$γ_{7}$	0.1237	0.60
$γ_{8}$	-0.2113	-1.06
$γ_{9}$	0.4734	2.11

V-Lab

4SC AG Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 4SC AG Analyses