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
$ω$	1.0338	2.56
$α$	0.1035	7.23
$β$	0.8892	57.59
$γ_{1}$	-0.3141	-0.40
$γ_{2}$	0.7045	0.63
$γ_{3}$	-1.2114	-1.65
$γ_{4}$	1.6132	1.50
$γ_{5}$	-1.3067	-1.04
$γ_{6}$	1.2919	0.97
$γ_{7}$	-2.1028	-1.43
$γ_{8}$	2.0871	2.28

V-Lab

Bradken Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bradken Ltd Analyses