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
$ω$	0.9722	6.22
$α$	0.1105	3.44
$β$	0.5775	5.54
$γ_{1}$	-3.0358	-5.60
$γ_{2}$	4.2096	4.85
$γ_{3}$	-1.0527	-1.45
$γ_{4}$	-0.2386	-0.29
$γ_{5}$	0.1030	0.14
$γ_{6}$	-0.3695	-0.62
$γ_{7}$	0.8767	1.53
$γ_{8}$	-0.9091	-1.72
$γ_{9}$	1.1608	1.81
$γ_{10}$	-1.1941	-1.74

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Envirosuite Limited Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Envirosuite Limited Analyses