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
$ω$	0.6052	3.85
$α$	0.1555	6.33
$β$	0.6942	13.29
$γ_{1}$	-0.6687	-1.44
$γ_{2}$	1.4554	1.98
$γ_{3}$	-1.1410	-2.39
$γ_{4}$	-0.0480	-0.14
$γ_{5}$	0.8341	2.41
$γ_{6}$	-0.7335	-1.90
$γ_{7}$	0.5971	1.86
$γ_{8}$	-0.3666	-1.19
$γ_{9}$	-0.0895	-0.27
$γ_{10}$	0.6741	1.45

V-Lab

Virgin Australia Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Virgin Australia Holdings Ltd Analyses