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
$ω$	0.9765	6.50
$α$	0.1272	7.66
$β$	0.7109	13.85
$γ_{1}$	-0.0252	-0.52
$γ_{2}$	0.0219	0.32
$γ_{3}$	0.0312	0.65
$γ_{4}$	-0.0835	-1.76
$γ_{5}$	0.1692	3.20
$γ_{6}$	-0.2257	-4.18
$γ_{7}$	0.1648	3.33
$γ_{8}$	-0.1101	-2.16
$γ_{9}$	0.1599	2.47
$γ_{10}$	-0.2340	-2.16

V-Lab

CIMIC Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CIMIC Group Ltd Analyses