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
$ω$	0.7724	2.73
$α$	0.0000	0.00
$β$	0.9989	0.32
$γ_{1}$	2.8474	0.09
$γ_{2}$	-8.2925	-0.79
$γ_{3}$	7.6296	0.95
$γ_{4}$	-0.3472	-0.07
$γ_{5}$	-2.8744	-0.54
$γ_{6}$	-2.6924	-0.50
$γ_{7}$	8.8272	1.97
$γ_{8}$	-7.6923	-0.74
$γ_{9}$	-9.1666	-0.57
$γ_{10}$	23.0979	0.95

V-Lab

Mantra Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mantra Group Ltd Analyses