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
$ω$	2.3840	23,839,800.00
$α$	0.4244	4,243,870.00
$β$	0.5756	5,756,130.00
$γ_{1}$	-1.5851	-15,851,040.00
$γ_{2}$	1.8504	18,503,870.00
$γ_{3}$	-15.6187	-156,187,200.00
$γ_{4}$	5.3447	53,446,630.00
$γ_{5}$	60.2462	602,461,600.00
$γ_{6}$	-47.6503	-476,503,000.00
$γ_{7}$	-256.2292	-2,562,292,000.00

V-Lab

Buddy Technologies Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Buddy Technologies Ltd Analyses