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
$ω$	1.5120	3.65
$α$	0.1954	3.14
$β$	0.8022	12.65
$γ_{1}$	-0.9626	-1.02
$γ_{2}$	0.7750	0.66
$γ_{3}$	0.8668	1.14
$γ_{4}$	-1.1074	-1.23
$γ_{5}$	0.4641	0.51
$γ_{6}$	-0.6164	-0.81
$γ_{7}$	2.7034	2.95
$γ_{8}$	-12.4291	-2.83
$γ_{9}$	30.5386	2.47
$γ_{10}$	-45.2220	-2.94

V-Lab

Calima Energy Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calima Energy Limited Analyses