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
$ω$	1.8314	4.42
$α$	0.1954	8.30
$β$	0.5900	14.60
$γ_{1}$	-0.0116	-0.14
$γ_{2}$	0.0019	0.02
$γ_{3}$	0.0753	0.94
$γ_{4}$	-0.2164	-2.61
$γ_{5}$	0.4311	6.09
$γ_{6}$	-0.5073	-7.66
$γ_{7}$	0.3025	4.60
$γ_{8}$	-0.1103	-1.50
$γ_{9}$	0.0961	1.20
$γ_{10}$	-0.0905	-1.37

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Concentrated Leaders Fund Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Concentrated Leaders Fund Ltd Analyses