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
$ω$	0.9307	6.12
$α$	0.1358	5.31
$β$	0.4711	5.34
$γ_{1}$	-0.0652	-1.08
$γ_{2}$	0.2244	2.69
$γ_{3}$	-0.2953	-6.04
$γ_{4}$	0.1934	3.77
$γ_{5}$	-0.0629	-0.86
$γ_{6}$	0.0102	0.11
$γ_{7}$	-0.0483	-0.60
$γ_{8}$	0.1747	1.56

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A2B Australia Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other A2B Australia Ltd Analyses