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
$ω$	1.1062	0.00
$α$	0.1457	0.00
$β$	0.8542	0.01
$γ_{1}$	-1.6721	-0.00
$γ_{2}$	1.5564	0.00
$γ_{3}$	0.0642	0.00
$γ_{4}$	0.0340	0.00
$γ_{5}$	-0.2489	-0.00
$γ_{6}$	1.0902	0.01
$γ_{7}$	-1.6937	-0.05
$γ_{8}$	-3.7450	-0.00
$γ_{9}$	18.3577	0.00
$γ_{10}$	-37.9249	-0.00

V-Lab

Analytica Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Analytica Limited Analyses