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
$ω$	0.9033	4.14
$α$	0.1851	5.69
$β$	0.6585	11.66
$γ_{1}$	0.4130	2.02
$γ_{2}$	-0.8936	-3.02
$γ_{3}$	0.7044	3.73
$γ_{4}$	-0.1142	-0.71
$γ_{5}$	-0.0929	-0.34

V-Lab

Cupric Pty Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cupric Pty Ltd Analyses