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
$ω$	1.1254	3.07
$α$	0.2519	1.68
$β$	0.0000	0.00
$γ_{1}$	17.9689	1.07
$γ_{2}$	-44.6053	-1.79
$γ_{3}$	63.4207	2.67
$γ_{4}$	-58.9059	-1.67
$γ_{5}$	22.2580	0.65
$γ_{6}$	10.2688	0.40
$γ_{7}$	-25.7321	-0.88
$γ_{8}$	-11.9735	-0.29

V-Lab

Dreamscape Networks Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dreamscape Networks Limited Analyses