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
$ω$	0.8294	4.54
$α$	0.1560	2.68
$β$	0.5105	3.38
$γ_{1}$	3.7970	1.05
$γ_{2}$	4.0443	0.69
$γ_{3}$	-15.5832	-3.20
$γ_{4}$	5.8252	1.49
$γ_{5}$	6.5875	1.69
$γ_{6}$	-9.3615	-1.93
$γ_{7}$	9.6694	1.86
$γ_{8}$	-14.4339	-2.10

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Phileo Australia Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Phileo Australia Ltd Analyses