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
$ω$	1.5023	6.21
$α$	0.0724	2.79
$β$	0.7352	7.06
$γ_{1}$	-0.3566	-1.54
$γ_{2}$	0.8045	2.35
$γ_{3}$	-0.3891	-1.28
$γ_{4}$	-0.4212	-1.05
$γ_{5}$	0.5474	1.63

V-Lab

Advanced Share Registry Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Advanced Share Registry Ltd Analyses