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
$ω$	1.5426	5.46
$α$	0.1437	3.57
$β$	0.6636	7.16
$γ_{1}$	-0.1755	-0.77
$γ_{2}$	0.5780	1.57
$γ_{3}$	-0.8567	-2.77
$γ_{4}$	0.7924	2.73
$γ_{5}$	-0.5791	-2.19
$γ_{6}$	0.6427	2.34
$γ_{7}$	-0.6497	-2.83

V-Lab

Alterra Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alterra Limited Analyses