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
$ω$	0.8123	2.28
$α$	0.1486	6.72
$β$	0.8415	34.81
$γ_{1}$	-3.1467	-2.65
$γ_{2}$	5.8094	2.98
$γ_{3}$	-3.9307	-2.55
$γ_{4}$	0.8405	0.71
$γ_{5}$	0.4554	0.43
$γ_{6}$	0.9175	0.40

V-Lab

MARETERRAM Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MARETERRAM Ltd Analyses