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
$ω$	1.0567	3.82
$α$	0.1694	6.29
$β$	0.7304	16.03
$γ_{1}$	0.6677	1.95
$γ_{2}$	-0.9112	-1.67
$γ_{3}$	0.0143	0.03
$γ_{4}$	0.8580	1.67
$γ_{5}$	-1.2293	-2.10
$γ_{6}$	1.1809	2.05
$γ_{7}$	-1.1020	-2.29
$γ_{8}$	0.8690	2.34
$γ_{9}$	-0.7483	-2.47
$γ_{10}$	0.6225	2.90

V-Lab

Cellnet Group Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cellnet Group Limited Analyses