S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8720	5.65
$α$	0.1851	5.96
$β$	0.5742	8.15
$γ_{1}$	0.0256	0.19
$γ_{2}$	-0.2013	-1.05
$γ_{3}$	0.2444	2.03
$γ_{4}$	0.0747	0.70
$γ_{5}$	-0.3424	-3.11
$γ_{6}$	0.2207	1.79
$γ_{7}$	0.0904	0.76
$γ_{8}$	-0.1596	-1.67

V-Lab

Drillsearch Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Drillsearch Energy Ltd Analyses