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
$ω$	1.1307	5.12
$α$	0.1460	2.91
$β$	0.6827	6.72
$γ_{1}$	9.1923	4.70
$γ_{2}$	-13.8915	-4.51
$γ_{3}$	5.3681	2.89
$γ_{4}$	-0.9879	-0.72
$γ_{5}$	0.9655	0.97

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Phileo Australia Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Phileo Australia Ltd Analyses