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
$ω$	1.0000	7.39
$α$	0.1515	12.93
$β$	0.7046	27.17
$γ$	-0.5477	-7.79
$δ$	0.7391	13.17

V-Lab

Assetora Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, February 6th, 2024:198.21% (+16.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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