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
$ω$	0.7884	6.97
$α$	0.2027	6.53
$β$	0.4280	7.36
$γ_{1}$	0.1379	1.97
$γ_{2}$	-0.2570	-2.36
$γ_{3}$	0.2660	3.83
$γ_{4}$	-0.2963	-5.01
$γ_{5}$	0.2238	4.00
$γ_{6}$	-0.1160	-1.94
$γ_{7}$	0.0748	1.09
$γ_{8}$	-0.0435	-0.74

V-Lab

Australian Pharmaceutical Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Pharmaceutical Industries Ltd Analyses