SMI Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4685	4.76
$α$	0.5617	7.65
$β$	0.3601	9.54

V-Lab

Ubs Group Ag MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ubs Group Ag Analyses