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
$ω$	0.6681	6,680,690.00
$α$	0.4026	4,025,880.00
$β$	0.5974	5,974,120.00
$γ_{1}$	24.6988	246,988,200.00
$γ_{2}$	-35.6404	-356,404,100.00
$γ_{3}$	9.8113	98,113,110.00
$γ_{4}$	17.0327	170,327,000.00
$γ_{5}$	-49.1605	-491,605,000.00
$γ_{6}$	105.7403	1,057,403,000.00
$γ_{7}$	-153.7045	-1,537,045,000.00
$γ_{8}$	188.1082	1,881,082,000.00
$γ_{9}$	-274.5428	-2,745,428,000.00
$γ_{10}$	267.5123	2,675,123,000.00

V-Lab

Atomic Eagle Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Atomic Eagle Ltd Analyses