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
$ω$	0.7179	5.74
$α$	0.1962	5.51
$β$	0.3959	4.41
$γ_{1}$	-0.0702	-0.40
$γ_{2}$	-0.0140	-0.06
$γ_{3}$	0.0922	0.70
$γ_{4}$	0.1229	1.07
$γ_{5}$	-0.0557	-0.47
$γ_{6}$	-0.3905	-3.15
$γ_{7}$	0.5011	3.36
$γ_{8}$	-0.2091	-1.55

V-Lab

Australian Gas Networks Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Gas Networks Ltd Analyses