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
$ω$	0.9622	4.96
$α$	0.1582	4.00
$β$	0.4995	4.93
$γ_{1}$	0.3069	1.42
$γ_{2}$	-0.5602	-1.85
$γ_{3}$	0.3425	1.51
$γ_{4}$	0.1012	0.36
$γ_{5}$	-0.3636	-1.29

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Wotif.com Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wotif.com Holdings Ltd Analyses