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
$ω$	6.2870	3.98
$α$	0.3853	68.11
$β$	0.6126	109.34
$γ_{1}$	0.0372	0.10
$γ_{2}$	-0.1367	-0.25
$γ_{3}$	0.3017	0.73
$γ_{4}$	-0.4276	-1.21
$γ_{5}$	0.1676	0.69
$γ_{6}$	0.2155	0.98
$γ_{7}$	-0.1879	-0.77
$γ_{8}$	0.2124	0.45
$γ_{9}$	-4.5954	-6.77
$γ_{10}$	8.5996	17.55

V-Lab

Collection House Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Collection House Ltd Analyses