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
$ω$	0.5871	3.74
$α$	0.0369	2.63
$β$	0.9196	24.07
$γ_{1}$	1.3304	1.65
$γ_{2}$	-2.4214	-1.81
$γ_{3}$	1.0001	1.00
$γ_{4}$	0.1531	0.21
$γ_{5}$	0.3633	0.51
$γ_{6}$	-1.3222	-1.35
$γ_{7}$	2.2882	1.99
$γ_{8}$	-3.7186	-3.47

V-Lab

Diverger Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Diverger Ltd Analyses