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
$ω$	13.9463	139,463,200.00
$α$	0.2260	2,259,520.00
$β$	0.7624	7,623,540.00
$γ_{1}$	11.4182	114,182,300.00
$γ_{2}$	-40.4206	-404,205,600.00
$γ_{3}$	7.3313	73,313,090.00
$γ_{4}$	45.7814	457,813,500.00
$γ_{5}$	-21.2501	-212,501,300.00
$γ_{6}$	12.4870	124,869,800.00
$γ_{7}$	63.5338	635,338,000.00
$γ_{8}$	-225.9355	-2,259,355,000.00
$γ_{9}$	-630.7722	-6,307,722,000.00
$γ_{10}$	-87.5953	-875,952,500.00

V-Lab

ColorTV Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ColorTV Ltd Analyses