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
$ω$	0.7282	2.96
$α$	0.1184	3.94
$β$	0.6373	6.03
$γ_{1}$	-0.9826	-0.84
$γ_{2}$	0.9824	0.60
$γ_{3}$	-0.2682	-0.33
$γ_{4}$	0.9167	1.47
$γ_{5}$	-2.0950	-3.58
$γ_{6}$	2.7370	4.36
$γ_{7}$	-1.5488	-2.28
$γ_{8}$	0.5882	0.73
$γ_{9}$	-0.6029	-0.91

V-Lab

Pier 12 Capital Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pier 12 Capital Ltd Analyses