S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.0838	7.34
$α$	0.0646	3.21
$β$	0.6977	7.86
$γ_{1}$	-0.8050	-5.19
$γ_{2}$	1.2888	5.86
$γ_{3}$	-0.6299	-4.75
$γ_{4}$	0.4012	2.35
$γ_{5}$	-0.7609	-3.39
$γ_{6}$	1.0689	5.36
$γ_{7}$	-0.9152	-4.28
$γ_{8}$	0.4383	2.03

V-Lab

Crown Resorts Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Crown Resorts Ltd Analyses