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
$ω$	0.7102	3.89
$α$	0.1295	4.91
$β$	0.6451	8.20
$γ_{1}$	-0.7918	-1.45
$γ_{2}$	0.5223	0.69
$γ_{3}$	0.3752	0.89
$γ_{4}$	0.3174	0.96
$γ_{5}$	-0.9853	-3.09
$γ_{6}$	1.2586	3.19
$γ_{7}$	-0.8955	-1.56
$γ_{8}$	0.0277	0.05

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AMP Capital China Growth Fund Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AMP Capital China Growth Fund Analyses