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
$ω$	0.8275	7.62
$α$	0.1733	5.32
$β$	0.4691	7.02
$γ_{1}$	-0.2258	-4.30
$γ_{2}$	0.3583	4.22
$γ_{3}$	-0.2738	-3.83
$γ_{4}$	0.3320	4.86
$γ_{5}$	-0.3072	-5.25
$γ_{6}$	0.0733	0.94
$γ_{7}$	0.3057	1.19

V-Lab

Toll Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Toll Holdings Ltd Analyses