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
$ω$	1.3588	4.39
$α$	0.2169	5.13
$β$	0.6444	11.29
$γ_{1}$	-0.2388	-2.27
$γ_{2}$	0.2790	1.89
$γ_{3}$	-0.0485	-0.41
$γ_{4}$	0.1370	0.89
$γ_{5}$	-0.3486	-1.75
$γ_{6}$	0.4633	3.03
$γ_{7}$	-0.3444	-4.70

V-Lab

CuDeco Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CuDeco Ltd Analyses