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
$ω$	3.5458	5.11
$α$	0.1830	6.95
$β$	0.4112	5.10
$γ_{1}$	0.4471	3.17
$γ_{2}$	-0.2322	-1.09
$γ_{3}$	-0.3133	-1.75
$γ_{4}$	-0.1160	-0.65
$γ_{5}$	0.5435	3.39
$γ_{6}$	-0.5259	-3.74
$γ_{7}$	0.1937	1.44
$γ_{8}$	0.1279	0.90
$γ_{9}$	-0.3162	-2.69
$γ_{10}$	0.3100	4.21

V-Lab

SRG Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SRG Ltd Analyses