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
$ω$	0.8655	4.27
$α$	0.2649	4.08
$β$	0.5054	3.54
$γ_{1}$	1.6050	3.41
$γ_{2}$	-2.1931	-3.35
$γ_{3}$	0.5384	1.62

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AstiVita Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AstiVita Limited Analyses