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
$ω$	1.0784	4.47
$α$	0.0992	7.63
$β$	0.7800	24.77
$γ_{1}$	0.0092	0.09
$γ_{2}$	0.0299	0.22
$γ_{3}$	-0.2008	-2.42
$γ_{4}$	0.4089	5.63
$γ_{5}$	-0.4913	-7.35
$γ_{6}$	0.4562	6.89
$γ_{7}$	-0.3964	-4.99
$γ_{8}$	0.3527	3.17
$γ_{9}$	-0.2749	-2.18
$γ_{10}$	0.1340	1.30

V-Lab

Swedish Match AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Swedish Match AB Analyses