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
$ω$	1.0778	3.95
$α$	0.1733	7.56
$β$	0.7655	25.11
$γ_{1}$	-0.0630	-0.10
$γ_{2}$	0.0039	0.00
$γ_{3}$	0.5114	0.87
$γ_{4}$	-0.9903	-1.60
$γ_{5}$	1.0892	1.89
$γ_{6}$	-1.1260	-2.61
$γ_{7}$	0.5332	1.42
$γ_{8}$	0.3241	1.11

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Diversa Pty Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Diversa Pty Ltd Analyses