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
$ω$	19.1676	191,676,100.00
$α$	0.4630	4,630,340.00
$β$	0.5370	5,369,660.00
$γ_{1}$	-25.2644	-252,644,300.00
$γ_{2}$	70.0821	700,821,400.00
$γ_{3}$	-42.6419	-426,418,700.00
$γ_{4}$	-5.7069	-57,069,170.00
$γ_{5}$	-25.3162	-253,162,200.00
$γ_{6}$	11.3728	113,727,800.00
$γ_{7}$	61.7008	617,008,200.00
$γ_{8}$	-15.6824	-156,823,700.00
$γ_{9}$	-146.4294	-1,464,294,000.00
$γ_{10}$	195.4658	1,954,658,000.00

V-Lab

Apollo Consolidated Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Apollo Consolidated Limited Analyses