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
$ω$	0.2754	2,754,110.00
$α$	0.2723	2,723,440.00
$β$	0.7262	7,262,080.00
$γ_{1}$	123.7256	1,237,256,000.00
$γ_{2}$	-121.2762	-1,212,762,000.00
$γ_{3}$	-79.6483	-796,482,700.00
$γ_{4}$	119.5736	1,195,736,000.00
$γ_{5}$	52.9152	529,151,900.00
$γ_{6}$	-236.0853	-2,360,853,000.00
$γ_{7}$	395.9000	3,959,000,000.00
$γ_{8}$	-1,230.1780	-12,301,780,000.00
$γ_{9}$	1,739.4900	17,394,900,000.00

V-Lab

Credit Intelligence Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 25th, 2025:0.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Credit Intelligence Limited Analyses