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
$ω$	0.7191	2.48
$α$	0.1398	2.97
$β$	0.6408	4.80
$γ_{1}$	45.4988	2.13
$γ_{2}$	-69.3371	-2.08
$γ_{3}$	34.2875	1.67
$γ_{4}$	-12.0445	-0.74
$γ_{5}$	6.2085	0.28
$γ_{6}$	-19.9515	-0.77
$γ_{7}$	25.1740	1.21
$γ_{8}$	-11.2847	-1.07

V-Lab

County International Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other County International Limited Analyses