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
$ω$	0.3654	2.65
$α$	0.3370	3.25
$β$	0.0629	0.73
$γ_{1}$	-7.1041	-1.54
$γ_{2}$	7.9310	1.26
$γ_{3}$	-2.1478	-0.79
$γ_{4}$	6.2470	3.48
$γ_{5}$	-9.7678	-4.39
$γ_{6}$	7.4309	2.61
$γ_{7}$	-3.4199	-0.94
$γ_{8}$	-0.0338	-0.01
$γ_{9}$	-5.5467	-1.38

V-Lab

amaysim Australia Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other amaysim Australia Limited Analyses