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
$ω$	0.7916	4.58
$α$	0.0968	4.61
$β$	0.8636	26.64
$γ_{1}$	-0.1060	-1.48
$γ_{2}$	0.1665	1.65
$γ_{3}$	-0.0864	-1.76

V-Lab

Ausenco Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ausenco Ltd Analyses