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
$ω$	0.6626	2.40
$α$	0.0000	0.00
$β$	0.9998	26.36
$γ_{1}$	5.0497	0.07
$γ_{2}$	-2.5056	-0.06
$γ_{3}$	-7.8577	-0.50
$γ_{4}$	8.2098	1.15
$γ_{5}$	-3.3457	-0.87
$γ_{6}$	-2.6781	-0.52
$γ_{7}$	7.1364	1.30
$γ_{8}$	-4.6626	-0.67
$γ_{9}$	-0.5527	-0.08

V-Lab

ChongHerr Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ChongHerr Investments Ltd Analyses