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
$ω$	3.0481	4.07
$α$	0.1422	8.74
$β$	0.7907	33.24
$γ_{1}$	0.4282	3.69
$γ_{2}$	-0.6247	-3.51
$γ_{3}$	0.2833	2.33
$γ_{4}$	0.0138	0.15
$γ_{5}$	-0.2197	-2.34
$γ_{6}$	0.1100	1.00
$γ_{7}$	0.0411	0.34
$γ_{8}$	0.0028	0.02
$γ_{9}$	-0.0487	-0.58
$γ_{10}$	-0.0015	-0.03

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AVJennings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AVJennings Ltd Analyses