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
$ω$	1.0658	2.93
$α$	0.0591	1.57
$β$	0.7132	3.35
$γ_{1}$	7.6167	0.95
$γ_{2}$	-16.0006	-1.39
$γ_{3}$	11.9514	2.01
$γ_{4}$	0.9415	0.19
$γ_{5}$	-12.8391	-2.81
$γ_{6}$	12.5510	3.93

V-Lab

CBG Capital Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBG Capital Limited Analyses