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
$ω$	1.1668	7.24
$α$	0.0617	6.88
$β$	0.9202	90.79
$γ_{1}$	-0.0574	-1.25
$γ_{2}$	0.1745	2.09
$γ_{3}$	-0.2608	-3.25
$γ_{4}$	0.2242	3.00
$γ_{5}$	-0.0877	-1.34
$γ_{6}$	-0.0217	-0.28

V-Lab

TFCF Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TFCF Corp Analyses