S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.2985	22,985,270.00
$α$	0.4642	4,642,030.00
$β$	0.5358	5,357,970.00
$γ_{1}$	0.2900	2,899,660.00
$γ_{2}$	-29.8708	-298,708,300.00
$γ_{3}$	70.5956	705,956,200.00
$γ_{4}$	-79.0821	-790,821,300.00
$γ_{5}$	80.5489	805,488,900.00
$γ_{6}$	-67.6178	-676,177,900.00
$γ_{7}$	8.3199	83,199,090.00
$γ_{8}$	79.4648	794,648,200.00
$γ_{9}$	-149.8084	-1,498,084,000.00
$γ_{10}$	126.3528	1,263,528,000.00

V-Lab

Crater Gold Mining Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Crater Gold Mining Limited Analyses