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
$ω$	0.6599	4.95
$α$	0.0757	2.99
$β$	0.5990	5.13
$γ_{1}$	-0.4362	-0.77
$γ_{2}$	0.8104	1.02
$γ_{3}$	-1.1673	-2.94
$γ_{4}$	1.0704	3.30
$γ_{5}$	0.1608	0.46
$γ_{6}$	-1.0288	-2.98
$γ_{7}$	1.0665	3.15
$γ_{8}$	-0.5908	-1.69
$γ_{9}$	0.0731	0.18
$γ_{10}$	-0.5773	-0.77

V-Lab

Tatts Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tatts Group Ltd Analyses