S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	6.5632	3.29
$α$	0.5065	41.17
$β$	0.4925	40.47
$γ_{1}$	-10.5838	-1.64
$γ_{2}$	12.7700	1.58
$γ_{3}$	-3.0489	-0.80
$γ_{4}$	3.1088	0.96
$γ_{5}$	-4.6317	-1.35
$γ_{6}$	5.8500	0.90
$γ_{7}$	-54.4754	-2.33
$γ_{8}$	175.0785	2.69
$γ_{9}$	-306.9884	-4.04
$γ_{10}$	286.3069	7.67

V-Lab

Allegiance Coal Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Allegiance Coal Limited Analyses