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
$ω$	0.7505	3.78
$α$	0.1187	4.39
$β$	0.6660	8.25
$γ_{1}$	-0.4608	-0.66
$γ_{2}$	-0.2017	-0.22
$γ_{3}$	0.9899	2.09
$γ_{4}$	-0.2252	-0.51
$γ_{5}$	0.0923	0.18
$γ_{6}$	-0.7925	-1.49
$γ_{7}$	1.8478	3.54
$γ_{8}$	-2.4953	-4.15
$γ_{9}$	3.0114	2.83

V-Lab

AMP Capital China Growth Fund 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