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
$ω$	71.5693	715,693,300.00
$α$	0.4328	4,327,790.00
$β$	0.5468	5,468,360.00
$γ_{1}$	-43.2285	-432,285,000.00
$γ_{2}$	13.4185	134,184,600.00
$γ_{3}$	16.9514	169,513,600.00
$γ_{4}$	75.0550	750,549,900.00
$γ_{5}$	-5.4620	-54,620,340.00
$γ_{6}$	-29.7291	-297,291,000.00
$γ_{7}$	-30.3823	-303,822,700.00
$γ_{8}$	-309.8309	-3,098,309,000.00
$γ_{9}$	-78.4548	-784,548,000.00

V-Lab

Bod Science Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bod Science Ltd Analyses