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
$ω$	1.7819	4.41
$α$	0.1935	8.31
$β$	0.5804	13.91
$γ_{1}$	-0.0193	-0.23
$γ_{2}$	0.0075	0.06
$γ_{3}$	0.0855	1.09
$γ_{4}$	-0.2353	-2.87
$γ_{5}$	0.4504	6.46
$γ_{6}$	-0.5189	-7.96
$γ_{7}$	0.2982	4.60
$γ_{8}$	-0.0732	-1.00
$γ_{9}$	-0.0100	-0.12
$γ_{10}$	0.1948	1.52

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Concentrated Leaders Fund Ltd 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