S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8026	7.61
$α$	0.1976	5.83
$β$	0.4344	5.70
$γ_{1}$	0.1448	0.79
$γ_{2}$	-0.4476	-1.56
$γ_{3}$	0.6820	3.47
$γ_{4}$	-0.9014	-4.55
$γ_{5}$	0.9665	5.77
$γ_{6}$	-0.8193	-5.10
$γ_{7}$	0.7657	4.32
$γ_{8}$	-0.7176	-4.50
$γ_{9}$	0.7233	4.49
$γ_{10}$	-0.6277	-4.79

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Clean Seas Seafood Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clean Seas Seafood Ltd Analyses