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
$ω$	2.2217	5.28
$α$	0.1527	3.65
$β$	0.6301	7.21
$γ_{1}$	-1.5354	-1.93
$γ_{2}$	3.5826	2.87
$γ_{3}$	-3.6327	-4.32
$γ_{4}$	3.2114	3.88
$γ_{5}$	-2.2847	-2.77
$γ_{6}$	1.5082	2.02
$γ_{7}$	-1.7552	-2.44
$γ_{8}$	1.0070	0.82

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Abilene Oil and Gas Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abilene Oil and Gas Limited Analyses