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
$ω$	1.0663	4.51
$α$	0.1004	7.60
$β$	0.7711	19.71
$γ_{1}$	-0.0023	-0.02
$γ_{2}$	0.0521	0.39
$γ_{3}$	-0.2237	-2.77
$γ_{4}$	0.4339	6.15
$γ_{5}$	-0.5136	-7.84
$γ_{6}$	0.4669	7.21
$γ_{7}$	-0.3828	-4.88
$γ_{8}$	0.2910	2.63
$γ_{9}$	-0.1066	-0.84
$γ_{10}$	-0.3457	-2.83

V-Lab

Swedish Match AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Swedish Match AB Analyses