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
$ω$	0.7167	5.84
$α$	0.2067	4.59
$β$	0.3551	3.78
$γ_{1}$	-0.0679	-0.40
$γ_{2}$	-0.0189	-0.08
$γ_{3}$	0.0968	0.75
$γ_{4}$	0.1175	1.04
$γ_{5}$	-0.0423	-0.36
$γ_{6}$	-0.4242	-3.50
$γ_{7}$	0.5763	4.14
$γ_{8}$	-0.4084	-1.84

V-Lab

Australian Gas Networks Ltd 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