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
$ω$	0.8061	5.39
$α$	0.0668	3.78
$β$	0.8676	15.28
$γ_{1}$	0.9742	1.76
$γ_{2}$	-1.4145	-1.60
$γ_{3}$	1.0707	1.74
$γ_{4}$	-2.3122	-3.81
$γ_{5}$	3.3569	6.56
$γ_{6}$	-2.2321	-3.91
$γ_{7}$	0.7801	1.13
$γ_{8}$	-1.3466	-1.36

V-Lab

AWN Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AWN Holdings Ltd Analyses