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
$ω$	0.8266	5.46
$α$	0.0837	4.72
$β$	0.8752	38.55
$γ_{1}$	-0.0740	-0.24
$γ_{2}$	0.3785	0.76
$γ_{3}$	-0.4680	-1.41
$γ_{4}$	0.1174	0.48
$γ_{5}$	0.4200	1.95
$γ_{6}$	-1.1508	-4.43
$γ_{7}$	1.4698	3.27
$γ_{8}$	-1.2438	-1.95
$γ_{9}$	0.8895	1.34
$γ_{10}$	-0.2607	-0.47

V-Lab

De Grey Mining Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other De Grey Mining Limited Analyses