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
$ω$	1.7930	4.22
$α$	0.2254	5.73
$β$	0.5661	11.82
$γ_{1}$	-0.0650	-0.57
$γ_{2}$	0.0787	0.47
$γ_{3}$	-0.0654	-0.55
$γ_{4}$	0.2156	2.23
$γ_{5}$	-0.3277	-4.02
$γ_{6}$	0.2476	3.44
$γ_{7}$	0.0304	0.29
$γ_{8}$	-0.6388	-3.35

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SMS Management & Technology Ltd 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