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
$ω$	1.0421	4.35
$α$	0.0952	4.93
$β$	0.8658	24.64
$γ_{1}$	0.2652	0.85
$γ_{2}$	-0.2225	-0.43
$γ_{3}$	-0.1531	-0.37
$γ_{4}$	0.1511	0.35
$γ_{5}$	-0.3178	-0.71
$γ_{6}$	0.9919	2.63
$γ_{7}$	-1.3647	-3.72
$γ_{8}$	1.2699	3.23
$γ_{9}$	-1.3957	-3.24
$γ_{10}$	1.1392	2.94

V-Lab

Analytica Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Analytica Limited Analyses