S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6851	4.47
$α$	0.0884	3.73
$β$	0.8090	13.73
$γ_{1}$	0.3288	1.21
$γ_{2}$	-0.5500	-1.10
$γ_{3}$	0.2178	0.53
$γ_{4}$	0.0874	0.33
$γ_{5}$	-0.1978	-1.07
$γ_{6}$	0.4356	2.70
$γ_{7}$	-0.7029	-4.70
$γ_{8}$	0.5141	4.73

V-Lab

Salmat Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Salmat Ltd Analyses