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
$ω$	9.2277	3.96
$α$	0.4451	141.57
$β$	0.5529	166.48
$γ_{1}$	-0.3998	-2.66
$γ_{2}$	0.7419	3.02
$γ_{3}$	-0.4254	-1.90
$γ_{4}$	-0.0541	-0.26
$γ_{5}$	0.6256	1.83
$γ_{6}$	-6.1738	-11.93
$γ_{7}$	10.9653	28.54

V-Lab

Centrex Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Centrex Ltd Analyses