CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.8143	5.32
$α$	0.1626	7.94
$β$	0.7369	25.11
$γ_{1}$	0.2665	7.67
$γ_{2}$	-0.3948	-7.46
$γ_{3}$	0.2263	5.87
$γ_{4}$	-0.1233	-3.32
$γ_{5}$	0.0478	1.36
$γ_{6}$	-0.3467	-8.34

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Cementos Portland Valderrivas SA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cementos Portland Valderrivas SA Analyses