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
$ω$	12.0694	120,694,400.00
$α$	0.0851	851,090.00
$β$	0.5038	5,038,350.00
$γ_{1}$	-113.9494	-1,139,494,000.00
$γ_{2}$	211.4457	2,114,457,000.00
$γ_{3}$	-121.2587	-1,212,587,000.00
$γ_{4}$	-2.2769	-22,768,840.00
$γ_{5}$	82.9268	829,267,600.00
$γ_{6}$	-637.0925	-6,370,925,000.00
$γ_{7}$	1,117.1030	11,171,030,000.00

V-Lab

AssetOwl Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AssetOwl Limited Analyses