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
$ω$	2.3571	4.64
$α$	0.1630	4.81
$β$	0.7779	22.99
$γ_{1}$	1.0263	4.00
$γ_{2}$	-1.7357	-4.43
$γ_{3}$	1.2053	4.45
$γ_{4}$	-0.7939	-3.38
$γ_{5}$	0.5501	2.24
$γ_{6}$	-0.4427	-1.41
$γ_{7}$	0.2988	0.66
$γ_{8}$	-0.1889	-0.34
$γ_{9}$	0.4510	0.93
$γ_{10}$	-2.0815	-5.48

V-Lab

Decmil Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Decmil Group Ltd Analyses