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
$ω$	2.4205	3.63
$α$	0.4785	50.04
$β$	0.5193	50.61
$γ_{1}$	-10.1579	-2.80
$γ_{2}$	13.4159	2.69
$γ_{3}$	-4.5064	-1.80
$γ_{4}$	2.1764	1.10
$γ_{5}$	-1.1377	-0.56
$γ_{6}$	-0.2899	-0.11
$γ_{7}$	0.8938	0.34
$γ_{8}$	1.9805	0.82
$γ_{9}$	-27.1798	-9.19
$γ_{10}$	47.1264	21.29

V-Lab

Ellerston Asian Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ellerston Asian Investments Ltd Analyses