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
$ω$	1.5501	3.24
$α$	0.1318	6.02
$β$	0.7975	21.61
$γ_{1}$	-0.3772	-1.74
$γ_{2}$	0.7611	2.53
$γ_{3}$	-0.5393	-3.14
$γ_{4}$	0.0736	0.40
$γ_{5}$	0.2061	1.12
$γ_{6}$	-0.1536	-0.71
$γ_{7}$	0.2224	0.70
$γ_{8}$	-1.0582	-2.18

V-Lab

Sirtex Medical Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sirtex Medical Ltd Analyses