CBOE Emerging Market Markets Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.2129	21.36
$α$	0.3131	23.89
$β$	0.6546	92.09
$γ$	0.0648	3.06

V-Lab

Bank St Petersburg PJSC Asy. MEM Volatility Analysis

Volatility Prediction for Monday, July 11th, 2022:45.46% (-4.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank St Petersburg PJSC Analyses