S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.3981	5.61
$α$	0.1590	5.57
$β$	0.7509	21.55
$γ_{1}$	0.1436	5.57
$γ_{2}$	-0.2149	-5.47
$γ_{3}$	0.1393	4.21
$γ_{4}$	-0.0996	-3.40

V-Lab

Sirtex Medical Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sirtex Medical Ltd Analyses