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
$ω$	0.8336	2.28
$α$	0.1504	6.95
$β$	0.8406	35.44
$γ_{1}$	-3.1879	-2.62
$γ_{2}$	5.8636	2.94
$γ_{3}$	-3.9465	-2.53
$γ_{4}$	0.7886	0.67
$γ_{5}$	0.7323	0.98
$γ_{6}$	0.0271	0.05

V-Lab

MARETERRAM Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MARETERRAM Ltd Analyses