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
$ω$	0.6391	6,390,590.00
$α$	0.6209	6,208,960.00
$β$	0.3791	3,791,040.00
$γ_{1}$	-41.9287	-419,287,300.00
$γ_{2}$	24.4197	244,197,200.00
$γ_{3}$	74.4173	744,173,100.00
$γ_{4}$	-44.5419	-445,418,800.00
$γ_{5}$	-70.7013	-707,012,900.00
$γ_{6}$	92.6851	926,851,000.00
$γ_{7}$	118.9703	1,189,703,000.00
$γ_{8}$	-161.7661	-1,617,661,000.00
$γ_{9}$	-458.1622	-4,581,622,000.00
$γ_{10}$	810.8378	8,108,378,000.00

V-Lab

Absolute Equity Performance Fund Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Absolute Equity Performance Fund Limited Analyses