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
$ω$	0.6088	5.29
$α$	0.2084	6.05
$β$	0.4978	8.29
$γ_{1}$	-0.5711	-1.40
$γ_{2}$	1.1798	1.99
$γ_{3}$	-1.1640	-3.45
$γ_{4}$	0.7263	2.69
$γ_{5}$	-0.3239	-1.46
$γ_{6}$	0.4563	2.07
$γ_{7}$	-0.4942	-2.20
$γ_{8}$	0.0036	0.02
$γ_{9}$	0.6585	3.30
$γ_{10}$	-1.4765	-5.61

V-Lab

Australian Leaders Fund Ltd 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