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
$ω$	0.5114	2.80
$α$	0.0850	3.92
$β$	0.8047	17.47
$γ_{1}$	-0.8198	-2.80
$γ_{2}$	1.0158	2.57
$γ_{3}$	-0.2225	-1.31
$γ_{4}$	0.1101	0.92
$γ_{5}$	-0.1826	-1.62
$γ_{6}$	0.3049	2.25
$γ_{7}$	-1.0502	-4.65

V-Lab

Spark Infrastructure Group Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spark Infrastructure Group Analyses