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
$ω$	1.2794	1.26
$α$	0.4111	3.79
$β$	0.5340	13.16
$γ_{1}$	-0.1891	-0.36
$γ_{2}$	0.1064	0.12
$γ_{3}$	0.2627	0.36
$γ_{4}$	-2.7249	-3.30

V-Lab

Calliditas Therape Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calliditas Therape Analyses