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
$ω$	1.2453	6.12
$α$	0.0667	2.15
$β$	0.6163	2.51
$γ_{1}$	-2.0225	-1.71
$γ_{2}$	2.7233	1.49
$γ_{3}$	-1.3466	-1.12
$γ_{4}$	2.5070	2.22
$γ_{5}$	-3.5019	-3.06
$γ_{6}$	3.1030	2.75
$γ_{7}$	-2.3217	-1.77
$γ_{8}$	-0.1034	-0.05
$γ_{9}$	3.2246	1.27
$γ_{10}$	-8.2576	-2.76

V-Lab

Advanced Share Registry Ltd 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