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
$ω$	1.5891	5.44
$α$	0.1759	10.15
$β$	0.6970	22.44
$γ_{1}$	0.1906	2.09
$γ_{2}$	-0.3077	-2.26
$γ_{3}$	0.2316	2.46
$γ_{4}$	-0.1923	-2.49
$γ_{5}$	0.1174	1.36
$γ_{6}$	-0.0686	-0.66
$γ_{7}$	-0.0110	-0.12
$γ_{8}$	0.1992	2.69
$γ_{9}$	-0.3764	-4.73
$γ_{10}$	0.5716	4.47

V-Lab

Auswide Bank Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Auswide Bank Ltd Analyses