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
$ω$	0.6716	3.41
$α$	0.1546	2.41
$β$	0.7027	7.50
$γ_{1}$	0.5713	0.73
$γ_{2}$	-2.8212	-2.48
$γ_{3}$	4.1120	5.57
$γ_{4}$	-2.8079	-5.05
$γ_{5}$	1.6064	3.48
$γ_{6}$	-0.7868	-1.54
$γ_{7}$	-0.1021	-0.20
$γ_{8}$	0.3978	1.18

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Pacific National Holdings Pty Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pacific National Holdings Pty Ltd Analyses