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
$ω$	0.8181	7.71
$α$	0.1694	5.91
$β$	0.6576	12.35
$γ_{1}$	0.3819	5.07
$γ_{2}$	-0.6505	-5.50
$γ_{3}$	0.3453	3.96
$γ_{4}$	-0.1137	-1.53
$γ_{5}$	0.0756	1.71

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Century Australia Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Century Australia Investments Ltd Analyses