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
$ω$	0.7057	3.80
$α$	0.1849	3.23
$β$	0.0000	0.00
$γ_{1}$	0.1165	0.05
$γ_{2}$	2.2778	0.83
$γ_{3}$	-7.4029	-5.48
$γ_{4}$	10.8284	8.35
$γ_{5}$	-10.7947	-7.66
$γ_{6}$	6.7132	4.55
$γ_{7}$	-2.4977	-1.59
$γ_{8}$	1.9698	0.99
$γ_{9}$	-1.4977	-0.74

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Ensurance Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ensurance Limited Analyses