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
$ω$	1.6508	7.91
$α$	0.2333	5.90
$β$	0.1254	1.51
$γ_{1}$	-0.4462	-1.67
$γ_{2}$	1.2815	2.63
$γ_{3}$	-1.1761	-2.48
$γ_{4}$	0.0837	0.21
$γ_{5}$	0.6382	2.42
$γ_{6}$	-0.4617	-1.56
$γ_{7}$	-0.2227	-0.48

V-Lab

Pensana Metals Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pensana Metals Ltd Analyses