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
$ω$	0.4908	12.05
$α$	0.2196	14.06
$β$	0.8889	95.14
$γ$	-0.0378	-2.34

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Alterra Limited EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alterra Limited Analyses