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
$ω$	0.3320	5.73
$α$	0.1999	6.27
$β$	0.6055	12.02
$γ_{1}$	-0.0041	-0.12
$γ_{2}$	0.0440	0.91
$γ_{3}$	-0.1437	-3.80
$γ_{4}$	0.2094	4.38
$γ_{5}$	-0.1996	-3.92
$γ_{6}$	0.1940	4.34
$γ_{7}$	-0.1570	-5.09

V-Lab

Ovato Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ovato Ltd Analyses