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
$ω$	0.8491	3.49
$α$	0.1354	6.66
$β$	0.8020	27.80
$γ_{1}$	-0.1973	-1.79
$γ_{2}$	0.1972	1.21
$γ_{3}$	0.0958	0.87
$γ_{4}$	-0.1819	-2.11
$γ_{5}$	0.1233	1.95

V-Lab

DWS Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DWS Ltd Analyses