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
$ω$	1.7898	6.30
$α$	0.1456	3.76
$β$	0.6732	8.10
$γ_{1}$	0.1609	2.26
$γ_{2}$	-0.2411	-2.17
$γ_{3}$	0.1290	1.45
$γ_{4}$	0.1356	1.06

V-Lab

Alterra Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alterra Limited Analyses