CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.3700	1.36
$α$	0.3683	6.66
$β$	0.6161	16.26
$γ_{1}$	-3.3822	-0.77
$γ_{2}$	5.4482	1.00
$γ_{3}$	-4.7045	-1.61
$γ_{4}$	5.2038	2.30
$γ_{5}$	-4.5523	-1.98
$γ_{6}$	3.7629	1.21
$γ_{7}$	-7.1981	-2.73
$γ_{8}$	9.6597	6.23

V-Lab

Calliditas Therape Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calliditas Therape Analyses