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
$ω$	0.3808	4.16
$α$	0.1372	4.83
$β$	0.7096	11.16
$γ_{1}$	-0.6079	-4.66
$γ_{2}$	0.6193	3.49
$γ_{3}$	0.0403	0.43
$γ_{4}$	0.0974	0.91
$γ_{5}$	-0.3466	-2.29
$γ_{6}$	0.3509	2.29
$γ_{7}$	-0.3971	-1.98

V-Lab

Donaco International Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Donaco International Ltd Analyses