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
$ω$	0.6270	5.08
$α$	0.2108	6.15
$β$	0.5351	9.26
$γ_{1}$	-0.5572	-1.31
$γ_{2}$	1.1558	1.86
$γ_{3}$	-1.1437	-3.25
$γ_{4}$	0.7145	2.52
$γ_{5}$	-0.3309	-1.42
$γ_{6}$	0.4851	2.10
$γ_{7}$	-0.5690	-2.43
$γ_{8}$	0.2022	0.90
$γ_{9}$	0.1602	0.85
$γ_{10}$	-0.1166	-0.89

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Australian Leaders Fund Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Leaders Fund Ltd Analyses