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
$ω$	0.8346	4.18
$α$	0.2586	3.99
$β$	0.5090	3.53
$γ_{1}$	1.4427	2.80
$γ_{2}$	-1.8288	-2.15
$γ_{3}$	-0.1201	-0.10

V-Lab

AstiVita Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AstiVita Limited Analyses