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
$ω$	0.7297	3.52
$α$	0.1131	3.57
$β$	0.6655	7.85
$γ_{1}$	0.1147	0.12
$γ_{2}$	-1.3029	-0.93
$γ_{3}$	2.7913	2.76
$γ_{4}$	-2.9026	-3.03
$γ_{5}$	2.8555	3.09
$γ_{6}$	-3.9330	-4.59
$γ_{7}$	3.8885	6.35
$γ_{8}$	-1.8459	-3.18
$γ_{9}$	0.7370	1.07
$γ_{10}$	-1.3347	-1.30

V-Lab

NTM Gold Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NTM Gold Limited Analyses