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
$ω$	13.5205	135,205,200.00
$α$	0.6320	6,320,030.00
$β$	0.3608	3,608,060.00
$γ_{1}$	-70.3516	-703,515,900.00
$γ_{2}$	99.8017	998,016,800.00
$γ_{3}$	-41.0884	-410,883,700.00
$γ_{4}$	102.0642	1,020,642,000.00
$γ_{5}$	-17.6124	-176,124,000.00
$γ_{6}$	-206.5673	-2,065,673,000.00
$γ_{7}$	-744.8647	-7,448,647,000.00

V-Lab

Absolute Equity Performance Fund Limited 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