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
$ω$	1.0809	7.75
$α$	0.1552	7.08
$β$	0.5336	8.14
$γ_{1}$	0.0469	0.50
$γ_{2}$	-0.1421	-1.00
$γ_{3}$	0.2506	2.24
$γ_{4}$	-0.1302	-1.12
$γ_{5}$	-0.2137	-2.08
$γ_{6}$	0.3137	3.70
$γ_{7}$	-0.0737	-0.69
$γ_{8}$	-0.3041	-1.16

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Programmed Maintenance Services Ltd 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