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
$ω$	1.2202	4.77
$α$	0.1560	7.04
$β$	0.7975	28.85
$γ_{1}$	0.0672	2.87
$γ_{2}$	-0.1853	-4.30

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Diversa Pty Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Diversa Pty Ltd Analyses