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
$ω$	1.3165	4.41
$α$	0.1449	5.97
$β$	0.5928	8.56
$γ_{1}$	-0.0113	-0.04
$γ_{2}$	-0.1274	-0.30
$γ_{3}$	0.2706	1.05
$γ_{4}$	-0.3013	-1.02
$γ_{5}$	0.1323	0.40
$γ_{6}$	0.5287	1.72
$γ_{7}$	-1.0786	-3.33
$γ_{8}$	0.4567	1.18
$γ_{9}$	0.8938	2.25
$γ_{10}$	-1.4491	-2.59

V-Lab

Eumundi Group Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eumundi Group Limited Analyses