DAX Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	81
$α$	0.1265	6.07
$β$	0.6353	12.66
$γ$	-0.0453	-1.71
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.7570	4.24
$λ_{3}$	0.1056	3.17

V-Lab

Clasquin Group SPA MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clasquin Group SPA Analyses