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
$ω$	0.8076	6.95
$α$	0.2009	6.49
$β$	0.4618	8.08
$γ_{1}$	0.1491	2.10
$γ_{2}$	-0.2744	-2.48
$γ_{3}$	0.2751	3.89
$γ_{4}$	-0.2991	-4.95
$γ_{5}$	0.2194	3.83
$γ_{6}$	-0.0971	-1.56
$γ_{7}$	0.0218	0.31
$γ_{8}$	0.0984	1.02

V-Lab

Australian Pharmaceutical Industries Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Pharmaceutical Industries Ltd Analyses