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
$ω$	1.2124	4.83
$α$	0.1932	5.48
$β$	0.4344	4.57
$γ_{1}$	0.7830	1.62
$γ_{2}$	-0.9752	-1.46
$γ_{3}$	0.6251	1.55
$γ_{4}$	-1.0702	-2.42
$γ_{5}$	0.9314	1.87
$γ_{6}$	-0.4278	-0.88
$γ_{7}$	0.8028	1.32
$γ_{8}$	-2.1283	-1.75

V-Lab

Colorpak Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Colorpak Ltd Analyses