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
$ω$	0.9476	7.50
$α$	0.1505	6.96
$β$	0.6010	11.17
$γ_{1}$	-0.0985	-2.82
$γ_{2}$	0.2198	4.31
$γ_{3}$	-0.2121	-5.73
$γ_{4}$	0.1415	4.03
$γ_{5}$	-0.0730	-2.56

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Programmed Maintenance Services Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Programmed Maintenance Services Ltd Analyses