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
$ω$	0.4853	3.64
$α$	0.1591	2.16
$β$	0.1973	0.90
$γ_{1}$	-22.6264	-3.91
$γ_{2}$	34.5326	4.10
$γ_{3}$	-21.8227	-3.49
$γ_{4}$	15.9536	2.69
$γ_{5}$	-5.8402	-1.09
$γ_{6}$	-9.5699	-1.23
$γ_{7}$	15.8810	1.62
$γ_{8}$	-14.8019	-1.22

V-Lab

Clasquin Group SPA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clasquin Group SPA Analyses