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
$ω$	2.7031	2.06
$α$	0.4829	2.18
$β$	0.0000	0.00
$γ_{1}$	36.8852	1.82
$γ_{2}$	-54.1583	-1.80
$γ_{3}$	59.1559	1.91
$γ_{4}$	-154.6819	-2.72

V-Lab

Svitzer Group A/S Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Svitzer Group A/S Analyses