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
$ω$	0.7260	5.33
$α$	0.1545	5.00
$β$	0.5013	6.13
$γ_{1}$	-0.3521	-2.29
$γ_{2}$	0.4896	2.19
$γ_{3}$	-0.1363	-1.14
$γ_{4}$	-0.0194	-0.22
$γ_{5}$	0.1343	1.40
$γ_{6}$	-0.5206	-4.32
$γ_{7}$	0.9152	6.67
$γ_{8}$	-0.8861	-4.52
$γ_{9}$	0.5409	1.89
$γ_{10}$	-0.0105	-0.02

V-Lab

Adacel Technologies Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Adacel Technologies Ltd Analyses