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
$ω$	1.2103	5.80
$α$	0.1190	5.72
$β$	0.7747	19.00
$γ_{1}$	0.8808	2.38
$γ_{2}$	-1.7340	-2.98
$γ_{3}$	1.4645	3.88
$γ_{4}$	-0.8090	-2.41
$γ_{5}$	0.3295	0.72
$γ_{6}$	-0.3536	-0.72
$γ_{7}$	0.5953	1.40
$γ_{8}$	-0.8510	-2.08
$γ_{9}$	0.6257	1.84
$γ_{10}$	-0.0764	-0.38

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A-Cap Energy Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other A-Cap Energy Limited Analyses