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
$ω$	0.9344	3.26
$α$	0.0750	4.09
$β$	0.8719	26.64
$γ_{1}$	0.4438	1.38
$γ_{2}$	-1.0414	-2.13
$γ_{3}$	1.1233	2.63
$γ_{4}$	-0.5767	-1.11
$γ_{5}$	-0.4612	-0.79
$γ_{6}$	1.0043	2.02
$γ_{7}$	-0.6467	-1.45
$γ_{8}$	0.2990	0.68
$γ_{9}$	-0.7892	-1.53

V-Lab

Engenco Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Engenco Limited Analyses