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
$ω$	1.1595	6.68
$α$	0.1989	5.59
$β$	0.4606	5.45
$γ_{1}$	0.3466	3.42
$γ_{2}$	-0.5518	-3.62
$γ_{3}$	0.3481	3.09
$γ_{4}$	-0.2114	-2.18

V-Lab

Colorpak Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Colorpak Ltd Analyses