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
$ω$	6.9725	69,725,120.00
$α$	0.3550	3,549,830.00
$β$	0.4433	4,432,520.00
$γ_{1}$	-37.9769	-379,768,600.00
$γ_{2}$	80.1851	801,851,100.00
$γ_{3}$	-3.4447	-34,446,970.00
$γ_{4}$	-77.6103	-776,103,200.00
$γ_{5}$	15.2672	152,671,600.00
$γ_{6}$	18.7733	187,732,500.00
$γ_{7}$	73.4551	734,551,000.00
$γ_{8}$	-102.5869	-1,025,869,000.00
$γ_{9}$	-348.0665	-3,480,665,000.00
$γ_{10}$	-123.4938	-1,234,938,000.00

V-Lab

BWX Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BWX Limited Analyses