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
$ω$	0.7588	4.16
$α$	0.1143	4.15
$β$	0.6822	7.59
$γ_{1}$	-0.6877	-1.31
$γ_{2}$	0.6107	0.83
$γ_{3}$	0.3159	0.82
$γ_{4}$	-0.9756	-2.51
$γ_{5}$	1.5522	3.53
$γ_{6}$	-1.0406	-2.13
$γ_{7}$	0.7686	1.12

V-Lab

Pier 12 Capital Ltd 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