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
$ω$	0.7368	2.62
$α$	0.1094	1.96
$β$	0.0000	0.00
$γ_{1}$	3.0184	0.34
$γ_{2}$	-7.8749	-0.66
$γ_{3}$	6.4822	1.15
$γ_{4}$	0.6472	0.15
$γ_{5}$	-3.9309	-0.87
$γ_{6}$	-1.3838	-0.26
$γ_{7}$	7.7064	1.27
$γ_{8}$	-6.7080	-0.63
$γ_{9}$	-11.6147	-0.62
$γ_{10}$	28.4809	1.28

V-Lab

Mantra Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mantra Group Ltd Analyses