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
$ω$	0.8361	1.43
$α$	0.1183	3.95
$β$	0.8467	15.07
$γ_{1}$	1.5230	0.40
$γ_{2}$	-1.2304	-0.25
$γ_{3}$	-2.7139	-1.27
$γ_{4}$	5.0953	2.39
$γ_{5}$	-4.2105	-1.78
$γ_{6}$	-1.0988	-0.40
$γ_{7}$	8.2618	2.75
$γ_{8}$	-5.8141	-1.47

V-Lab

Eildon Capital Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eildon Capital Limited Analyses