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
$ω$	62.0215	620,215,300.00
$α$	0.5926	5,925,680.00
$β$	0.4060	4,059,790.00
$γ_{1}$	16.3324	163,323,500.00
$γ_{2}$	-79.3882	-793,882,300.00
$γ_{3}$	12.3178	123,178,000.00
$γ_{4}$	176.3445	1,763,445,000.00
$γ_{5}$	-66.5759	-665,758,500.00
$γ_{6}$	-171.9190	-1,719,190,000.00
$γ_{7}$	-27.0109	-270,109,100.00
$γ_{8}$	503.5433	5,035,433,000.00
$γ_{9}$	-497.1700	-4,971,700,000.00
$γ_{10}$	-2,444.5020	-24,445,020,000.00

V-Lab

Allegiance Coal Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Allegiance Coal Limited Analyses