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
$ω$	0.4379	7.37
$α$	0.0527	3.91
$β$	0.8541	20.37
$γ_{1}$	-0.1873	-5.02
$γ_{2}$	0.2355	4.59
$γ_{3}$	-0.0280	-0.83
$γ_{4}$	-0.0565	-1.42
$γ_{5}$	0.0470	1.26

V-Lab

David Jones Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other David Jones Ltd Analyses