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
$ω$	1.1800	6.10
$α$	0.0454	2.86
$β$	0.9140	22.25
$γ_{1}$	-0.1340	-1.39
$γ_{2}$	0.1400	0.95
$γ_{3}$	0.0456	0.47
$γ_{4}$	0.0038	0.04
$γ_{5}$	-0.1576	-1.82
$γ_{6}$	0.1467	1.46
$γ_{7}$	0.0545	0.46
$γ_{8}$	-0.5010	-2.46

V-Lab

AWE Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AWE Ltd Analyses