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
$ω$	1.7750	3.18
$α$	0.3841	11.75
$β$	0.6142	17.33
$γ_{1}$	-10.9904	-2.00
$γ_{2}$	14.2043	2.00
$γ_{3}$	-4.4181	-1.49
$γ_{4}$	2.0498	0.94
$γ_{5}$	-0.6927	-0.30
$γ_{6}$	-1.5852	-0.53
$γ_{7}$	3.7833	1.26
$γ_{8}$	-4.9562	-1.64
$γ_{9}$	7.9213	1.52
$γ_{10}$	-83.3437	-8.24

V-Lab

Ellerston Asian Investments Ltd 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