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
$ω$	0.7107	7.80
$α$	0.1915	8.09
$β$	0.5515	12.20
$γ_{1}$	-0.0302	-0.98
$γ_{2}$	0.0866	1.95
$γ_{3}$	-0.1952	-7.00
$γ_{4}$	0.2860	12.38
$γ_{5}$	-0.2564	-11.87
$γ_{6}$	0.1777	8.14
$γ_{7}$	-0.0863	-3.32
$γ_{8}$	-0.0275	-0.66

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Coca-Cola Amatil Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Coca-Cola Amatil Ltd Analyses