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
$ω$	0.7078	5.50
$α$	0.0948	6.86
$β$	0.8667	81.32
$γ_{1}$	-0.0585	-1.41
$γ_{2}$	0.1313	2.21
$γ_{3}$	-0.1518	-3.81
$γ_{4}$	0.1535	3.87
$γ_{5}$	-0.1464	-3.62
$γ_{6}$	0.1240	3.12
$γ_{7}$	-0.0876	-2.15
$γ_{8}$	0.0757	1.51
$γ_{9}$	-0.3176	-4.45

V-Lab

CSR Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CSR Ltd Analyses