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
$ω$	0.2995	4.84
$α$	0.2152	5.80
$β$	0.5638	9.72
$γ_{1}$	-0.0655	-1.18
$γ_{2}$	0.1595	1.71
$γ_{3}$	-0.2200	-2.42
$γ_{4}$	0.1792	1.73
$γ_{5}$	-0.0282	-0.31
$γ_{6}$	-0.1049	-1.49
$γ_{7}$	0.2180	2.74
$γ_{8}$	-0.2678	-3.04

V-Lab

Ovato Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ovato Ltd Analyses