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
$ω$	1.3095	4.40
$α$	0.1451	5.91
$β$	0.5906	8.28
$γ_{1}$	-0.0279	-0.09
$γ_{2}$	-0.0966	-0.23
$γ_{3}$	0.2420	0.94
$γ_{4}$	-0.2743	-0.93
$γ_{5}$	0.1094	0.33
$γ_{6}$	0.5521	1.79
$γ_{7}$	-1.1200	-3.42
$γ_{8}$	0.5576	1.37
$γ_{9}$	0.6515	1.41
$γ_{10}$	-0.8390	-2.22

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Eumundi Group Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eumundi Group Limited Analyses