S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8186	5.30
$α$	0.0652	4.07
$β$	0.8786	19.59
$γ_{1}$	0.9811	1.71
$γ_{2}$	-1.4094	-1.55
$γ_{3}$	1.0231	1.62
$γ_{4}$	-2.2264	-3.57
$γ_{5}$	3.2380	6.08
$γ_{6}$	-2.0143	-3.33
$γ_{7}$	0.2286	0.34
$γ_{8}$	0.2395	0.53

V-Lab

AWN Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AWN Holdings Ltd Analyses