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
$ω$	6.7468	67,468,340.00
$α$	0.3399	3,398,920.00
$β$	0.6601	6,601,080.00
$γ_{1}$	-31.8095	-318,094,900.00
$γ_{2}$	58.9233	589,232,500.00
$γ_{3}$	-0.9150	-9,149,850.00
$γ_{4}$	-59.1555	-591,555,400.00
$γ_{5}$	3.9793	39,792,760.00
$γ_{6}$	46.5950	465,949,700.00
$γ_{7}$	73.9628	739,627,800.00
$γ_{8}$	-131.5341	-1,315,341,000.00
$γ_{9}$	-477.1162	-4,771,162,000.00

V-Lab

9 Spokes International Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 9 Spokes International Limited Analyses