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
$ω$	1.0816	2.39
$α$	0.2220	3.82
$β$	0.5276	3.85
$γ_{1}$	6.4242	0.86
$γ_{2}$	-9.0505	-0.92
$γ_{3}$	5.0340	0.89
$γ_{4}$	-4.8726	-0.75
$γ_{5}$	0.6819	0.10
$γ_{6}$	7.9076	1.31
$γ_{7}$	-12.2573	-1.69
$γ_{8}$	11.5140	1.63
$γ_{9}$	-16.2319	-3.17
$γ_{10}$	18.5919	5.85

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Dragontail Systems Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dragontail Systems Limited Analyses