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
$ω$	1.1947	5.48
$α$	0.1563	5.47
$β$	0.4941	5.54
$γ_{1}$	-0.2967	-3.45
$γ_{2}$	0.3600	2.88
$γ_{3}$	0.1386	1.86
$γ_{4}$	-0.4776	-6.57
$γ_{5}$	0.4782	4.61
$γ_{6}$	-0.2603	-2.01
$γ_{7}$	0.0502	0.42

V-Lab

RCR Tomlinson Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RCR Tomlinson Ltd Analyses