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
$ω$	0.9043	4.37
$α$	0.2170	5.63
$β$	0.3796	5.13
$γ_{1}$	-1.6321	-4.08
$γ_{2}$	1.9610	3.63
$γ_{3}$	-0.1551	-0.52
$γ_{4}$	-0.1036	-0.35
$γ_{5}$	-0.0209	-0.06
$γ_{6}$	-0.0984	-0.18

V-Lab

BigAir Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BigAir Group Ltd Analyses