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
$ω$	52.9540	529,539,600.00
$α$	0.2693	2,692,970.00
$β$	0.6955	6,954,520.00
$γ_{1}$	-5.9213	-59,213,370.00
$γ_{2}$	18.4597	184,597,000.00
$γ_{3}$	-26.2963	-262,963,300.00
$γ_{4}$	25.9601	259,601,400.00
$γ_{5}$	-34.1057	-341,057,100.00
$γ_{6}$	68.0053	680,052,900.00
$γ_{7}$	-167.3753	-1,673,753,000.00

V-Lab

Austpac Resources N.L. Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Austpac Resources N.L. Analyses