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
$ω$	1.6591	7.31
$α$	0.0635	5.12
$β$	0.8572	25.70
$γ_{1}$	-0.1218	-0.98
$γ_{2}$	0.1108	0.53
$γ_{3}$	0.2998	1.70
$γ_{4}$	-0.6431	-4.13
$γ_{5}$	0.5643	4.12
$γ_{6}$	-0.2196	-1.85
$γ_{7}$	0.0569	0.47
$γ_{8}$	-0.2467	-1.72
$γ_{9}$	0.4112	2.76
$γ_{10}$	-0.2966	-2.60

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Western Areas Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Western Areas Ltd Analyses