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
$ω$	77.4649	774,649,000.00
$α$	0.2942	2,942,200.00
$β$	0.7042	7,042,280.00
$γ_{1}$	31.7091	317,090,700.00
$γ_{2}$	-99.4005	-994,004,600.00
$γ_{3}$	148.7166	1,487,166,000.00
$γ_{4}$	-81.0016	-810,016,200.00
$γ_{5}$	264.6072	2,646,072,000.00
$γ_{6}$	-1,460.0210	-14,600,210,000.00
$γ_{7}$	2,136.6370	21,366,370,000.00

V-Lab

ColorTV Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ColorTV Ltd Analyses