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
$ω$	0.8319	1.43
$α$	0.1184	3.83
$β$	0.8460	14.98
$γ_{1}$	1.5193	0.40
$γ_{2}$	-1.2542	-0.26
$γ_{3}$	-2.6100	-1.23
$γ_{4}$	4.8741	2.31
$γ_{5}$	-3.8271	-1.62
$γ_{6}$	-1.8233	-0.65
$γ_{7}$	9.9854	3.39
$γ_{8}$	-10.3450	-4.53

V-Lab

Eildon Capital Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eildon Capital Limited Analyses