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
$ω$	0.3541	3.65
$α$	0.1670	4.69
$β$	0.3796	3.39
$γ_{1}$	-0.7782	-1.42
$γ_{2}$	0.5560	0.75
$γ_{3}$	0.6223	1.45
$γ_{4}$	-0.3196	-0.71
$γ_{5}$	0.0350	0.07
$γ_{6}$	-0.2600	-0.47
$γ_{7}$	-0.0743	-0.13
$γ_{8}$	0.8294	1.69
$γ_{9}$	-1.1094	-3.44

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Adcorp Australia Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Adcorp Australia Limited Analyses