S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.3140	3.02
$α$	0.0831	2.01
$β$	0.7248	5.68
$γ_{1}$	-2.0668	-1.29
$γ_{2}$	4.2880	1.92
$γ_{3}$	-5.3894	-4.28
$γ_{4}$	5.3054	5.13
$γ_{5}$	-3.5766	-4.01
$γ_{6}$	2.0628	2.31
$γ_{7}$	-0.3108	-0.30
$γ_{8}$	-1.4862	-0.97

V-Lab

Unibail-Rodamco-Westfield Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Unibail-Rodamco-Westfield Analyses