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
$ω$	2.4527	4.54
$α$	0.1929	4.44
$β$	0.6622	12.59
$γ_{1}$	0.7009	3.55
$γ_{2}$	-0.9915	-3.41
$γ_{3}$	0.3950	2.13
$γ_{4}$	-0.0148	-0.10
$γ_{5}$	0.0443	0.28
$γ_{6}$	-0.3030	-1.45
$γ_{7}$	-0.6979	-2.30

V-Lab

Atlas Iron Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Atlas Iron Ltd Analyses