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
$ω$	0.8465	4.48
$α$	0.4130	2.81
$β$	0.1951	1.79
$γ_{1}$	0.0286	0.08
$γ_{2}$	-0.1342	-0.30

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Aconex Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aconex Ltd Analyses