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
$ω$	5.6901	56,900,570.00
$α$	0.2211	2,210,830.00
$β$	0.7470	7,470,070.00
$γ_{1}$	-34.0734	-340,734,200.00
$γ_{2}$	101.3364	1,013,364,000.00
$γ_{3}$	-93.1559	-931,559,400.00
$γ_{4}$	7.6722	76,722,480.00
$γ_{5}$	80.0245	800,245,200.00
$γ_{6}$	-249.3371	-2,493,371,000.00
$γ_{7}$	333.7106	3,337,106,000.00

V-Lab

Bassari Resources Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bassari Resources Limited Analyses