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
$ω$	3.2379	4.35
$α$	0.1549	8.66
$β$	0.7693	29.68
$γ_{1}$	0.4677	4.18
$γ_{2}$	-0.6842	-3.96
$γ_{3}$	0.3134	2.66
$γ_{4}$	0.0036	0.04
$γ_{5}$	-0.2223	-2.45
$γ_{6}$	0.1052	0.99
$γ_{7}$	0.0778	0.65
$γ_{8}$	-0.1042	-0.90
$γ_{9}$	0.2137	1.73
$γ_{10}$	-0.6903	-3.20

V-Lab

AVJennings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AVJennings Ltd Analyses