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
$ω$	4.8888	48,888,300.00
$α$	0.4791	4,791,280.00
$β$	0.5209	5,208,720.00
$γ_{1}$	65.6637	656,637,400.00
$γ_{2}$	-77.9501	-779,501,200.00
$γ_{3}$	7.1514	71,513,520.00
$γ_{4}$	22.7756	227,755,600.00
$γ_{5}$	6.4385	64,384,960.00
$γ_{6}$	-52.7547	-527,547,000.00
$γ_{7}$	9.1660	91,659,870.00
$γ_{8}$	69.8726	698,726,400.00
$γ_{9}$	-130.2245	-1,302,245,000.00
$γ_{10}$	128.6288	1,286,288,000.00

V-Lab

Entyr Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Entyr Ltd Analyses