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
$ω$	2.2451	22,450,770.00
$α$	0.4980	4,979,790.00
$β$	0.5020	5,020,210.00
$γ_{1}$	12.5662	125,662,000.00
$γ_{2}$	-33.5257	-335,257,200.00
$γ_{3}$	21.8615	218,615,400.00
$γ_{4}$	7.3062	73,062,300.00
$γ_{5}$	27.8831	278,830,500.00
$γ_{6}$	-61.5586	-615,586,200.00
$γ_{7}$	-35.6225	-356,225,200.00
$γ_{8}$	142.7478	1,427,478,000.00
$γ_{9}$	-202.8430	-2,028,430,000.00
$γ_{10}$	207.9821	2,079,821,000.00

V-Lab

AusCann Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AusCann Group Holdings Ltd Analyses