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
$ω$	1.3519	4.36
$α$	0.2167	5.14
$β$	0.6451	11.33
$γ_{1}$	-0.2436	-2.31
$γ_{2}$	0.2866	1.94
$γ_{3}$	-0.0526	-0.45
$γ_{4}$	0.1377	0.89
$γ_{5}$	-0.3435	-1.73
$γ_{6}$	0.4455	2.82
$γ_{7}$	-0.2914	-2.09

V-Lab

CuDeco Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CuDeco Ltd Analyses