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
$ω$	1.0000	5.81
$α$	0.4552	11.75
$β$	0.3685	5.94
$γ$	-0.0506	-0.50
$δ$	0.8460	8.43

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Magentus Group Pty Ltd APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Magentus Group Pty Ltd Analyses