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
$ω$	0.5197	3.46
$α$	0.1008	3.84
$β$	0.7536	11.39
$γ_{1}$	-0.0379	-0.36
$γ_{2}$	-0.0131	-0.10
$γ_{3}$	0.0841	1.54
$γ_{4}$	0.0557	1.06
$γ_{5}$	-0.3917	-4.60

V-Lab

Salmat Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Salmat Ltd Analyses