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
$ω$	49.5918	495,918,100.00
$α$	0.5463	5,463,450.00
$β$	0.4537	4,536,550.00
$γ_{1}$	31.5073	315,072,500.00
$γ_{2}$	-2.9646	-29,645,770.00
$γ_{3}$	-69.9402	-699,401,700.00
$γ_{4}$	45.6241	456,240,800.00
$γ_{5}$	166.5292	1,665,292,000.00
$γ_{6}$	-256.0116	-2,560,116,000.00
$γ_{7}$	-636.5900	-6,365,900,000.00
$γ_{8}$	1,372.0280	13,720,280,000.00

V-Lab

CFOAM Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CFOAM Limited Analyses