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
$ω$	2.1336	5.09
$α$	0.1712	6.77
$β$	0.4950	6.80
$γ_{1}$	-0.2141	-0.80
$γ_{2}$	0.2850	0.70
$γ_{3}$	0.0935	0.26
$γ_{4}$	0.0160	0.04
$γ_{5}$	-0.8745	-2.82
$γ_{6}$	1.4939	6.16
$γ_{7}$	-1.4241	-6.07
$γ_{8}$	1.0495	3.89
$γ_{9}$	-0.5853	-2.51
$γ_{10}$	0.2027	1.32

V-Lab

Capitol Health Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capitol Health Ltd Analyses