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
$ω$	0.5620	6.67
$α$	0.0906	5.41
$β$	0.8182	24.92
$γ_{1}$	-0.5185	-6.04
$γ_{2}$	0.8812	6.20
$γ_{3}$	-0.6474	-5.31
$γ_{4}$	0.3841	3.18
$γ_{5}$	0.0110	0.09
$γ_{6}$	-0.2623	-2.34
$γ_{7}$	0.2342	2.36
$γ_{8}$	-0.0420	-0.34
$γ_{9}$	-0.1027	-0.82

V-Lab

Devine Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Devine Ltd Analyses