S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0003	-0.04
$α$	0.0001	0.01
$β$	1.0000	1,006.04
$γ$	-0.0779	-12.10

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ChongHerr Investments Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ChongHerr Investments Ltd Analyses