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
$ω$	0.9347	6.18
$α$	0.1376	5.21
$β$	0.4542	4.84
$γ_{1}$	-0.0593	-0.99
$γ_{2}$	0.2131	2.58
$γ_{3}$	-0.2841	-5.88
$γ_{4}$	0.1810	3.58
$γ_{5}$	-0.0464	-0.64
$γ_{6}$	-0.0204	-0.24
$γ_{7}$	0.0237	0.30
$γ_{8}$	-0.0154	-0.27

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A2B Australia Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other A2B Australia Ltd Analyses