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
$ω$	2.1090	5.05
$α$	0.1719	6.84
$β$	0.4952	6.83
$γ_{1}$	-0.2373	-0.88
$γ_{2}$	0.3192	0.78
$γ_{3}$	0.0741	0.21
$γ_{4}$	0.0337	0.08
$γ_{5}$	-0.8928	-2.87
$γ_{6}$	1.5079	6.23
$γ_{7}$	-1.4223	-6.02
$γ_{8}$	1.0135	3.64
$γ_{9}$	-0.4774	-1.74
$γ_{10}$	-0.1144	-0.31

V-Lab

Capitol Health Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capitol Health Ltd Analyses