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
$ω$	1.0649	3.79
$α$	0.1473	4.63
$β$	0.6511	8.15
$γ_{1}$	2.6647	2.30
$γ_{2}$	-4.0393	-2.26
$γ_{3}$	1.0565	0.69
$γ_{4}$	1.9759	1.33
$γ_{5}$	-3.4674	-2.34
$γ_{6}$	3.4853	1.86
$γ_{7}$	-3.1775	-2.00
$γ_{8}$	1.5685	1.19
$γ_{9}$	1.7788	1.14
$γ_{10}$	-9.7564	-3.58

V-Lab

Estia Health Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Estia Health Ltd Analyses