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
$ω$	0.5223	9.06
$α$	0.1215	4.81
$β$	0.6213	8.18
$γ_{1}$	-0.5551	-8.75
$γ_{2}$	0.9369	8.88
$γ_{3}$	-0.6763	-7.68
$γ_{4}$	0.3850	4.29
$γ_{5}$	0.0524	0.57
$γ_{6}$	-0.3458	-4.01
$γ_{7}$	0.3719	4.98
$γ_{8}$	-0.3086	-3.14
$γ_{9}$	0.5422	2.71

V-Lab

Devine Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Devine Ltd Analyses