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
$ω$	3.7278	37,277,650.00
$α$	0.3739	3,738,710.00
$β$	0.6253	6,252,730.00
$γ_{1}$	-48.0605	-480,604,500.00
$γ_{2}$	131.5405	1,315,405,000.00
$γ_{3}$	-72.5661	-725,661,200.00
$γ_{4}$	-117.1955	-1,171,955,000.00
$γ_{5}$	127.4056	1,274,056,000.00
$γ_{6}$	159.8031	1,598,031,000.00
$γ_{7}$	-385.5584	-3,855,584,000.00
$γ_{8}$	-350.1328	-3,501,328,000.00
$γ_{9}$	1,165.8350	11,658,350,000.00
$γ_{10}$	895.8746	8,958,746,000.00

V-Lab

Consolidated Financial Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Consolidated Financial Holdings Ltd Analyses