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
$ω$	22.0714	220,714,300.00
$α$	0.2775	2,775,200.00
$β$	0.4924	4,924,320.00
$γ_{1}$	-24.0703	-240,703,000.00
$γ_{2}$	40.3777	403,776,500.00
$γ_{3}$	-2.2725	-22,724,970.00
$γ_{4}$	-15.0892	-150,892,100.00
$γ_{5}$	-27.9783	-279,782,500.00
$γ_{6}$	-1.7394	-17,393,730.00
$γ_{7}$	35.7373	357,373,200.00
$γ_{8}$	116.7394	1,167,394,000.00
$γ_{9}$	-620.7881	-6,207,881,000.00
$γ_{10}$	910.1295	9,101,295,000.00

V-Lab

AVZ Minerals Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AVZ Minerals Limited Analyses