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
$ω$	1.1559	1.99
$α$	0.1881	5.30
$β$	0.7670	9.09
$γ_{1}$	-2.0376	-1.32
$γ_{2}$	3.6017	1.52
$γ_{3}$	-1.9038	-1.21
$γ_{4}$	-0.6554	-0.42
$γ_{5}$	3.2327	1.70
$γ_{6}$	-12.0710	-4.94

V-Lab

Elmo Software Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Elmo Software Limited Analyses