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
$ω$	3.2482	3.10
$α$	0.2364	13.02
$β$	0.7586	113.17
$γ_{1}$	-0.1424	-0.06
$γ_{2}$	0.9595	0.32
$γ_{3}$	-2.2448	-2.35
$γ_{4}$	2.6122	1.98
$γ_{5}$	-1.9622	-1.48
$γ_{6}$	1.9685	1.69
$γ_{7}$	-8.5130	-6.56
$γ_{8}$	22.9570	19.10
$γ_{9}$	-40.8213	-58.95

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Atrum Coal NL Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Atrum Coal NL Analyses