S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4093	5.69
$α$	0.2326	5.22
$β$	0.6486	8.62
$γ_{1}$	0.0191	0.23
$γ_{2}$	0.0167	0.16

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Ellerston Global Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ellerston Global Investments Ltd Analyses