S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0198	2.35
$α$	0.0810	21.14
$β$	0.9961	579.83
$γ$	-0.0574	-10.80

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Capitol Health Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capitol Health Ltd Analyses