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
$ω$	1.9465	5.87
$α$	0.0935	5.39
$β$	0.7420	15.35
$γ_{1}$	0.2966	2.19
$γ_{2}$	-0.2206	-1.17
$γ_{3}$	0.1057	0.82
$γ_{4}$	-0.6949	-4.16
$γ_{5}$	0.8377	4.01
$γ_{6}$	-0.4027	-2.45
$γ_{7}$	0.2083	1.64
$γ_{8}$	-0.3155	-2.55
$γ_{9}$	0.5765	4.20
$γ_{10}$	-1.2135	-4.88

V-Lab

Sydney Airport Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sydney Airport Analyses