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
$ω$	1.4058	1.68
$α$	0.2430	6.42
$β$	0.7438	14.53
$γ_{1}$	-5.4677	-1.18
$γ_{2}$	7.1813	1.07
$γ_{3}$	-1.3247	-0.34
$γ_{4}$	0.2062	0.07
$γ_{5}$	-3.6577	-1.37
$γ_{6}$	7.4103	2.66
$γ_{7}$	-11.8142	-4.35
$γ_{8}$	12.5012	6.27

V-Lab

Elmo Software Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Elmo Software Limited Analyses