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
$ω$	0.9277	5.37
$α$	0.0990	4.08
$β$	0.8059	13.79
$γ_{1}$	0.6681	1.40
$γ_{2}$	-1.0364	-1.47
$γ_{3}$	0.3965	0.86
$γ_{4}$	-0.2121	-0.38
$γ_{5}$	0.7899	1.20
$γ_{6}$	-1.3745	-1.93
$γ_{7}$	2.0792	3.29
$γ_{8}$	-4.4393	-6.12

V-Lab

Ausenco Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ausenco Ltd Analyses