S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5054	4.66
$α$	0.0659	4.70
$β$	0.8718	22.79
$γ_{1}$	0.8101	1.56
$γ_{2}$	-1.4129	-1.61
$γ_{3}$	0.9497	1.64
$γ_{4}$	-0.8369	-2.40
$γ_{5}$	0.9347	2.20
$γ_{6}$	-0.7837	-1.51
$γ_{7}$	0.5279	1.11
$γ_{8}$	0.0425	0.08

V-Lab

Byron Energy Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Byron Energy Ltd Analyses