S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7105	5.79
$α$	0.1256	6.03
$β$	0.7853	22.68
$γ_{1}$	-0.3797	-2.94
$γ_{2}$	0.4453	2.14
$γ_{3}$	0.0864	0.66
$γ_{4}$	-0.3253	-3.54
$γ_{5}$	0.2520	2.93
$γ_{6}$	-0.1215	-1.44
$γ_{7}$	0.1276	1.56
$γ_{8}$	-0.2780	-1.72

V-Lab

Avita Medical Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Avita Medical Ltd Analyses