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
$ω$	0.7975	4.38
$α$	0.1642	3.08
$β$	0.6114	5.32
$γ_{1}$	3.0734	2.90
$γ_{2}$	-6.6613	-4.35
$γ_{3}$	4.5211	5.39
$γ_{4}$	0.1720	0.22
$γ_{5}$	-2.4652	-3.06
$γ_{6}$	2.8020	3.65
$γ_{7}$	-2.4157	-2.71
$γ_{8}$	1.5057	1.30
$γ_{9}$	-0.1481	-0.11
$γ_{10}$	-5.4480	-1.95

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Pacific National Holdings Pty Ltd 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