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
$ω$	0.7296	3.54
$α$	0.1114	3.56
$β$	0.6677	7.82
$γ_{1}$	0.0839	0.09
$γ_{2}$	-1.2361	-0.89
$γ_{3}$	2.7146	2.70
$γ_{4}$	-2.8175	-2.96
$γ_{5}$	2.7618	3.00
$γ_{6}$	-3.8256	-4.48
$γ_{7}$	3.7463	6.12
$γ_{8}$	-1.6116	-2.86
$γ_{9}$	0.2671	0.47
$γ_{10}$	-0.1226	-0.26

V-Lab

NTM Gold Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NTM Gold Limited Analyses