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
$ω$	1.2705	2.71
$α$	0.3583	1.94
$β$	0.1523	1.02
$γ_{1}$	19.1429	1.01
$γ_{2}$	-46.4047	-1.65
$γ_{3}$	65.5040	2.41
$γ_{4}$	-61.6569	-1.55
$γ_{5}$	21.7788	0.58
$γ_{6}$	21.7478	0.79
$γ_{7}$	-60.9624	-2.31
$γ_{8}$	64.5185	3.80

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Dreamscape Networks Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dreamscape Networks Limited Analyses