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
$ω$	39.5146	395,146,400.00
$α$	0.6221	6,220,940.00
$β$	0.3779	3,779,060.00
$γ_{1}$	17.1221	171,221,400.00
$γ_{2}$	99.1987	991,987,200.00
$γ_{3}$	-268.9291	-2,689,291,000.00
$γ_{4}$	13.5843	135,842,800.00
$γ_{5}$	213.9185	2,139,185,000.00
$γ_{6}$	118.5625	1,185,625,000.00
$γ_{7}$	-80.3651	-803,650,600.00
$γ_{8}$	-396.4612	-3,964,612,000.00
$γ_{9}$	-242.2561	-2,422,561,000.00
$γ_{10}$	1,159.2550	11,592,550,000.00

V-Lab

Antipodes Global Investment Company Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Antipodes Global Investment Company Limited Analyses