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
$ω$	0.3728	2.61
$α$	0.3634	3.42
$β$	0.0547	0.70
$γ_{1}$	-7.0116	-1.50
$γ_{2}$	7.7312	1.22
$γ_{3}$	-1.9434	-0.71
$γ_{4}$	6.0543	3.33
$γ_{5}$	-9.4382	-4.15
$γ_{6}$	6.6264	2.25
$γ_{7}$	-1.3456	-0.34
$γ_{8}$	-5.0609	-1.35
$γ_{9}$	7.4638	3.86

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amaysim Australia Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other amaysim Australia Limited Analyses