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
$ω$	0.1936	0.61
$α$	0.0000	0.00
$β$	0.9968	2.51
$γ_{1}$	-846.3397	-0.21
$γ_{2}$	606.6371	0.21
$γ_{3}$	611.0792	0.89
$γ_{4}$	-771.8763	-1.38
$γ_{5}$	745.8752	2.17
$γ_{6}$	-383.9238	-1.23
$γ_{7}$	-19.6434	-0.10

V-Lab

Dealt Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dealt Ltd Analyses