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
$ω$	2.2366	22,365,800.00
$α$	0.4110	4,109,620.00
$β$	0.5890	5,890,380.00
$γ_{1}$	-17.1816	-171,816,400.00
$γ_{2}$	-21.7445	-217,444,900.00
$γ_{3}$	-14.3547	-143,547,400.00
$γ_{4}$	-24.7624	-247,624,100.00
$γ_{5}$	102.9181	1,029,181,000.00

V-Lab

eSense-Lab Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other eSense-Lab Limited Analyses