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
$ω$	1.3723	4.56
$α$	0.1076	7.58
$β$	0.8239	36.21
$γ_{1}$	-0.0923	-1.23
$γ_{2}$	0.0180	0.15
$γ_{3}$	0.2306	2.36
$γ_{4}$	-0.2014	-2.39
$γ_{5}$	0.1762	1.89
$γ_{6}$	-0.4103	-3.09
$γ_{7}$	0.4197	2.60
$γ_{8}$	-0.2137	-1.64
$γ_{9}$	0.1518	1.96

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Dropsuite Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dropsuite Limited Analyses