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
$ω$	1.1882	2.62
$α$	0.4595	3.87
$β$	0.2422	2.48
$γ_{1}$	5.9490	0.69
$γ_{2}$	-10.0994	-0.82
$γ_{3}$	10.4787	1.38
$γ_{4}$	-11.3799	-1.69
$γ_{5}$	9.4240	1.33
$γ_{6}$	-16.5374	-1.77
$γ_{7}$	36.6331	2.13
$γ_{8}$	-98.6298	-2.99

V-Lab

Aconex Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aconex Ltd Analyses