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
$ω$	1.1205	6.00
$α$	0.1272	7.41
$β$	0.7764	24.58
$γ_{1}$	-0.0036	-0.03
$γ_{2}$	-0.0659	-0.38
$γ_{3}$	0.1812	1.38
$γ_{4}$	0.0102	0.08
$γ_{5}$	-0.4005	-3.05
$γ_{6}$	0.3543	3.58
$γ_{7}$	-0.0253	-0.43

V-Lab

Frasers Property AHL Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Frasers Property AHL Ltd Analyses