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
$ω$	0.5446	4.00
$α$	0.0381	2.75
$β$	0.9170	23.01
$γ_{1}$	0.7463	1.56
$γ_{2}$	-1.6145	-2.05
$γ_{3}$	0.7705	1.15
$γ_{4}$	0.5836	0.96
$γ_{5}$	-1.0250	-1.75
$γ_{6}$	1.0166	1.99
$γ_{7}$	-0.5892	-1.57

V-Lab

Diverger Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Diverger Ltd Analyses