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
$ω$	0.8078	7.61
$α$	0.2024	6.03
$β$	0.4399	5.92
$γ_{1}$	0.1581	0.85
$γ_{2}$	-0.4745	-1.64
$γ_{3}$	0.7094	3.57
$γ_{4}$	-0.9292	-4.64
$γ_{5}$	0.9963	5.91
$γ_{6}$	-0.8560	-5.31
$γ_{7}$	0.8206	4.63
$γ_{8}$	-0.8167	-5.17
$γ_{9}$	0.9252	5.11
$γ_{10}$	-1.1336	-3.56

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Clean Seas Seafood Ltd 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