S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0125	2.69
$α$	0.0477	14.78
$β$	0.9971	762.91
$γ$	-0.0200	-3.84

V-Lab

Salmat Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Salmat Ltd Analyses