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
$ω$	1.8121	4.27
$α$	0.2287	5.66
$β$	0.5614	11.10
$γ_{1}$	-0.0575	-0.51
$γ_{2}$	0.0682	0.40
$γ_{3}$	-0.0640	-0.53
$γ_{4}$	0.2273	2.34
$γ_{5}$	-0.3661	-4.55
$γ_{6}$	0.3441	5.31
$γ_{7}$	-0.2031	-3.31
$γ_{8}$	0.0522	0.94

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SMS Management & Technology Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SMS Management & Technology Ltd Analyses