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
$ω$	1.2384	1.21
$α$	0.1917	0.06
$β$	0.8083	0.24
$γ_{1}$	13.2110	0.28
$γ_{2}$	-25.1534	-0.07
$γ_{3}$	9.5682	0.02
$γ_{4}$	4.9486	0.04
$γ_{5}$	-3.6761	-0.02
$γ_{6}$	3.7771	0.01
$γ_{7}$	-6.6038	-0.01
$γ_{8}$	13.4413	0.01
$γ_{9}$	-120.2559	-0.05
$γ_{10}$	213.7262	0.10

V-Lab

Exopharm Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Exopharm Ltd Analyses